+66.2%
GOOGL vs ADVB
-97.5%
+163.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.4% | +0.7% |
| 7D | +1.8% | -13.9% | +15.7% | +1.9% |
| 30D | -18.8% | -68.1% | +49.4% | -18.2% |
| 3M | -20.3% | -73.4% | +53.0% | -19.8% |
| 6M | -28.4% | -70.8% | +42.4% | -29.4% |
| YTD | -8.8% | -66.1% | +57.3% | -11.6% |
| 1Y | +0.3% | -77.5% | +77.8% | -0.9% |
| All | +66.2% | -97.5% | +163.7% | +86.4% |
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