+84.9%
GM vs ADVB
-88.8%
+173.6%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.6% | -2.2% |
| 7D | +0.4% | -14.0% | +14.4% | +0.4% |
| 30D | -1.8% | +41.0% | -42.8% | -2.0% |
| 3M | +2.6% | +127.9% | -125.3% | +0.5% |
| 6M | +14.6% | +101.3% | -86.8% | +11.6% |
| YTD | +6.2% | +53.8% | -47.6% | +4.4% |
| 1Y | +48.7% | +4.4% | +44.3% | +47.7% |
| All | +84.9% | -88.8% | +173.6% | +109.1% |
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