+361.7%
INTC vs ADVB
-88.3%
+450.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.7% | +5.2% | +4.5% |
| 7D | +7.1% | -3.8% | +10.8% | +7.1% |
| 30D | -5.2% | +17.6% | -22.8% | -5.3% |
| 3M | -14.3% | +119.1% | -133.4% | -17.3% |
| 6M | +110.2% | +103.4% | +6.8% | +97.3% |
| YTD | +159.6% | +59.8% | +99.8% | +147.9% |
| 1Y | +289.3% | +8.5% | +280.7% | +276.4% |
| All | +361.7% | -88.3% | +450.0% | +434.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling