+9.5%
IBM vs ADVB
-67.7%
+77.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +11.5% |
| 3M | +5.5% | -76.1% | +81.6% | +5.3% |
| 6M | +9.5% | -72.3% | +81.8% | +12.8% |
| All | +9.5% | -67.7% | +77.2% | +12.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling