+3.8%
GME vs ADVB
-97.5%
+101.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.2% | -0.3% | +4.0% |
| 7D | +3.7% | -13.9% | +17.6% | +3.6% |
| 30D | +2.2% | -68.1% | +70.3% | +1.4% |
| 3M | +30.6% | -73.4% | +104.0% | +29.6% |
| 6M | -0.2% | -70.8% | +70.6% | -1.0% |
| YTD | +25.1% | -66.1% | +91.2% | +23.1% |
| 1Y | +17.7% | -77.5% | +95.2% | +16.3% |
| All | +3.8% | -97.5% | +101.3% | +17.0% |
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