-19.5%
IBM vs ADVB
-77.7%
+58.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.2% | -5.1% | -0.8% |
| 7D | -5.0% | -13.9% | +8.9% | -5.1% |
| 30D | +11.1% | -68.1% | +79.2% | +9.6% |
| 3M | +5.7% | -73.4% | +79.1% | +4.2% |
| 6M | +10.1% | -70.8% | +80.9% | +7.5% |
| YTD | -15.6% | -66.1% | +50.5% | -16.2% |
| 1Y | -19.5% | -77.5% | +58.0% | -16.5% |
| All | -19.5% | -77.7% | +58.1% | -16.5% |
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