+63.7%
F vs ADVB
-88.3%
+152.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.1% | +1.5% |
| 7D | +5.3% | -3.8% | +9.1% | +5.3% |
| 30D | +4.6% | +17.6% | -13.0% | +4.4% |
| 3M | -3.7% | +119.1% | -122.8% | -5.7% |
| 6M | +16.8% | +103.4% | -86.6% | +13.1% |
| YTD | +15.3% | +59.8% | -44.6% | +12.8% |
| 1Y | +31.0% | +8.5% | +22.5% | +29.5% |
| All | +63.7% | -88.3% | +152.1% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ADVB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling