+89.1%
GM vs ADVB
-88.3%
+177.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.8% |
| 7D | +1.9% | -3.8% | +5.7% | +1.9% |
| 30D | -1.4% | +17.6% | -18.9% | -1.4% |
| 3M | +5.9% | +119.1% | -113.2% | +3.8% |
| 6M | +12.4% | +103.4% | -91.0% | +9.6% |
| YTD | +8.6% | +59.8% | -51.2% | +6.8% |
| 1Y | +52.6% | +8.5% | +44.1% | +51.6% |
| All | +89.1% | -88.3% | +177.4% | +113.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling