+38.8%
F vs ADVB
-97.1%
+135.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.0% | -10.2% | -0.3% |
| 7D | -2.1% | +10.5% | -12.6% | -2.2% |
| 30D | +3.3% | -56.0% | +59.3% | +4.0% |
| 3M | -11.3% | -70.1% | +58.8% | -10.5% |
| 6M | +5.3% | -53.7% | +59.0% | +4.4% |
| YTD | -2.2% | -60.3% | +58.1% | -3.2% |
| 1Y | -3.5% | -73.1% | +69.6% | -2.6% |
| All | +38.8% | -97.1% | +135.9% | +69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling