+201.2%
INTC vs ADVB
-97.1%
+298.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +10.0% | -2.4% | +7.2% |
| 7D | +7.3% | +10.5% | -3.2% | +7.0% |
| 30D | -38.3% | -56.0% | +17.7% | -37.8% |
| 3M | -36.0% | -70.1% | +34.1% | -35.5% |
| 6M | -51.7% | -53.7% | +2.0% | -52.6% |
| YTD | +69.4% | -60.3% | +129.7% | +63.5% |
| 1Y | +65.0% | -73.1% | +138.1% | +63.5% |
| All | +201.2% | -97.1% | +298.3% | +252.6% |
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