-13.3%
IBM vs ADVB
-76.7%
+63.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.5% | +6.3% | +1.6% |
| 7D | +0.4% | -29.5% | +30.0% | 0.0% |
| 30D | +14.8% | -66.9% | +81.7% | +13.3% |
| 3M | +8.9% | -73.7% | +82.6% | +7.3% |
| 6M | +12.4% | -64.8% | +77.2% | +10.6% |
| YTD | -12.4% | -64.0% | +51.6% | -12.8% |
| 1Y | -13.3% | -77.0% | +63.7% | -9.5% |
| All | -13.3% | -76.7% | +63.4% | -9.5% |
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