+187.5%
INTC vs ADVB
-96.8%
+284.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -23.6% | +21.0% | -1.9% |
| 7D | +6.0% | +27.8% | -21.8% | +5.1% |
| 30D | -39.2% | -50.8% | +11.6% | -39.0% |
| 3M | -42.9% | -70.5% | +27.6% | -42.6% |
| 6M | -50.4% | -46.7% | -3.7% | -51.6% |
| YTD | +61.7% | -56.7% | +118.4% | +55.4% |
| 1Y | +66.1% | -71.8% | +137.9% | +64.3% |
| All | +187.5% | -96.8% | +284.4% | +235.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling