+93.6%
GOOG vs ADVB
-88.3%
+181.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -1.0% |
| 7D | -2.1% | -3.8% | +1.6% | -2.1% |
| 30D | -6.8% | +17.6% | -24.4% | -7.0% |
| 3M | -9.1% | +119.1% | -128.2% | -12.7% |
| 6M | +10.7% | +103.4% | -92.7% | +5.2% |
| YTD | +7.1% | +59.8% | -52.8% | +2.6% |
| 1Y | +44.6% | +8.5% | +36.1% | +39.8% |
| All | +93.6% | -88.3% | +181.9% | +115.7% |
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