+74.1%
GE vs ADVB
-97.4%
+171.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | +0.7% |
| 7D | +5.4% | -4.1% | +9.5% | +5.4% |
| 30D | +9.6% | -60.3% | +69.9% | +10.5% |
| 3M | -7.7% | -73.3% | +65.6% | -6.7% |
| 6M | +14.0% | -65.9% | +79.9% | +14.2% |
| YTD | +10.2% | -63.9% | +74.0% | +9.7% |
| 1Y | +8.9% | -74.1% | +83.1% | +9.6% |
| All | +74.1% | -97.4% | +171.4% | +95.7% |
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