+14.4%
GEN vs ADVB
-96.8%
+111.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -23.6% | +26.0% | +1.8% |
| 7D | +2.0% | +27.8% | -25.7% | +2.9% |
| 30D | +27.7% | -50.8% | +78.5% | +26.9% |
| 3M | +3.3% | -70.5% | +73.8% | +1.8% |
| 6M | +31.8% | -46.7% | +78.5% | +31.3% |
| YTD | +13.5% | -56.7% | +70.2% | +12.9% |
| 1Y | +16.0% | -71.8% | +87.8% | +15.9% |
| All | +14.4% | -96.8% | +111.2% | +21.4% |
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