+194.9%
INTC vs ADVB
-95.9%
+290.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +42.7% | -44.8% | -3.1% |
| 7D | +17.1% | +74.2% | -57.1% | +15.3% |
| 30D | -40.5% | -35.9% | -4.6% | -40.6% |
| 3M | -39.4% | -56.4% | +17.1% | -39.5% |
| 6M | -49.3% | -36.7% | -12.5% | -50.6% |
| YTD | +65.9% | -43.3% | +109.2% | +58.4% |
| 1Y | +61.5% | -63.4% | +124.9% | +58.9% |
| All | +194.9% | -95.9% | +290.8% | +241.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling