+46.1%
GOOGL vs ADVB
+5.8%
+40.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.2% |
| 7D | -2.3% | -3.8% | +1.4% | -2.4% |
| 30D | -6.6% | +17.6% | -24.2% | -6.4% |
| 3M | -9.0% | +119.1% | -128.1% | -10.1% |
| 6M | +11.8% | +103.4% | -91.6% | +10.1% |
| YTD | +8.3% | +59.8% | -51.6% | +6.9% |
| 1Y | +46.1% | +8.5% | +37.6% | +45.3% |
| All | +46.1% | +5.8% | +40.3% | +45.3% |
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