+45.6%
GM vs ADVB
-3.0%
+48.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.3% | +3.0% | -2.4% |
| 7D | -1.1% | -13.0% | +11.9% | -1.2% |
| 30D | -4.6% | +7.5% | -12.0% | -4.5% |
| 3M | +0.2% | +129.1% | -128.9% | -0.1% |
| 6M | +12.6% | +71.7% | -59.1% | +12.6% |
| YTD | +3.7% | +45.5% | -41.9% | +4.2% |
| 1Y | +45.6% | -2.7% | +48.4% | +48.3% |
| All | +45.6% | -3.0% | +48.6% | +48.3% |
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 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