+85.7%
GM vs ADVB
-97.5%
+183.2%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.2% | -7.8% | -3.6% |
| 7D | -1.4% | -13.9% | +12.5% | -1.3% |
| 30D | +6.4% | -68.1% | +74.5% | +7.0% |
| 3M | -0.7% | -73.4% | +72.7% | 0.0% |
| 6M | +9.9% | -70.8% | +80.7% | +9.6% |
| YTD | +6.7% | -66.1% | +72.7% | +5.6% |
| 1Y | +26.2% | -77.5% | +103.7% | +27.4% |
| All | +85.7% | -97.5% | +183.2% | +111.6% |
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 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