+15.3%
GEN vs ADVB
-74.4%
+89.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | +0.2% |
| 7D | -0.3% | -1.2% | +0.9% | -0.3% |
| 30D | +28.2% | -61.4% | +89.6% | +25.3% |
| 3M | +2.6% | -67.8% | +70.4% | +0.1% |
| 6M | +32.7% | -66.9% | +99.6% | +29.7% |
| YTD | +11.3% | -64.9% | +76.2% | +10.3% |
| All | +15.3% | -74.4% | +89.7% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling