+76.6%
GE vs ADVB
-97.1%
+173.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +10.0% | -8.5% | +1.3% |
| 7D | +4.0% | +10.5% | -6.4% | +3.9% |
| 30D | +11.1% | -56.0% | +67.1% | +11.8% |
| 3M | -6.7% | -70.1% | +63.4% | -5.8% |
| 6M | +14.3% | -53.7% | +68.0% | +13.8% |
| YTD | +11.7% | -60.3% | +72.0% | +11.2% |
| 1Y | +10.9% | -73.1% | +84.0% | +11.6% |
| All | +76.6% | -97.1% | +173.7% | +98.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling