-14.3%
GME vs ADVB
+5.8%
-20.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | +7.2% | -3.8% | +11.0% | +7.2% |
| 30D | +0.8% | +17.6% | -16.8% | +1.1% |
| 3M | -14.0% | +119.1% | -133.1% | -13.2% |
| 6M | -19.7% | +103.4% | -123.1% | -19.7% |
| YTD | -4.6% | +59.8% | -64.4% | -4.3% |
| 1Y | -14.3% | +8.5% | -22.9% | -14.6% |
| All | -14.3% | +5.8% | -20.2% | -14.6% |
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 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