+57.4%
INTC vs ADVB
-76.7%
+134.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.5% | +0.8% | -3.7% |
| 7D | -39.0% | -29.5% | -9.5% | -39.1% |
| 30D | -49.8% | -66.9% | +17.0% | -50.6% |
| 3M | -42.2% | -73.7% | +31.5% | -43.2% |
| 6M | -39.2% | -64.8% | +25.6% | -40.0% |
| YTD | +57.9% | -64.0% | +122.0% | +56.4% |
| 1Y | +57.4% | -77.0% | +134.3% | +61.2% |
| All | +57.4% | -76.7% | +134.0% | +61.2% |
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