-20.2%
IBM vs ADVB
-61.6%
+41.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +42.7% | -44.1% | -0.8% |
| 7D | -0.3% | +74.2% | -74.5% | +0.6% |
| 30D | +6.8% | -35.9% | +42.6% | +6.3% |
| 3M | +4.4% | -56.4% | +60.8% | +3.5% |
| 6M | +13.2% | -36.7% | +49.9% | +12.4% |
| YTD | -15.1% | -43.3% | +28.2% | -15.0% |
| 1Y | -20.2% | -63.4% | +43.2% | -16.9% |
| All | -20.2% | -61.6% | +41.4% | -16.9% |
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