+66.5%
GE vs ADVB
-97.5%
+164.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.2% | -1.5% | +2.7% |
| 7D | +7.1% | -13.9% | +21.0% | +7.2% |
| 30D | +6.5% | -68.1% | +74.6% | +7.5% |
| 3M | -13.6% | -73.4% | +59.8% | -12.6% |
| 6M | +6.0% | -70.8% | +76.8% | +6.4% |
| YTD | +5.4% | -66.1% | +71.5% | +5.0% |
| 1Y | +6.5% | -77.5% | +84.0% | +7.4% |
| All | +66.5% | -97.5% | +164.0% | +87.4% |
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