+186.1%
INTC vs ADVB
-97.4%
+283.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.5% | +2.0% | +5.4% |
| 7D | -1.0% | -1.2% | +0.2% | -1.0% |
| 30D | -43.3% | -61.4% | +18.1% | -42.6% |
| 3M | -41.6% | -67.8% | +26.2% | -41.0% |
| 6M | -52.5% | -66.9% | +14.4% | -52.9% |
| YTD | +60.9% | -64.9% | +125.8% | +55.8% |
| 1Y | +55.7% | -74.8% | +130.5% | +54.0% |
| All | +186.1% | -97.4% | +283.6% | +236.1% |
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