+3.3%
IBM vs ADVB
-97.6%
+100.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.5% | +6.7% | -2.8% |
| 7D | -4.3% | -28.0% | +23.7% | -4.4% |
| 30D | +11.7% | -70.2% | +81.9% | +11.6% |
| 3M | +5.5% | -76.1% | +81.6% | +5.4% |
| 6M | +9.5% | -72.3% | +81.8% | +8.3% |
| YTD | -14.9% | -67.5% | +52.6% | -15.9% |
| 1Y | -17.4% | -78.6% | +61.2% | -17.1% |
| All | +3.3% | -97.6% | +100.9% | +16.6% |
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