-1.8%
IBM vs ADVB
-88.3%
+86.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | -0.3% | -3.8% | +3.5% | -0.3% |
| 30D | +0.3% | +17.6% | -17.3% | +0.3% |
| 3M | -21.6% | +119.1% | -140.7% | -22.3% |
| 6M | -4.7% | +103.4% | -108.1% | -6.3% |
| YTD | -19.1% | +59.8% | -78.9% | -20.0% |
| 1Y | -2.5% | +8.5% | -11.0% | -2.9% |
| All | -1.8% | -88.3% | +86.5% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling