+9.1%
IR vs ADVB
-76.7%
+85.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | -0.5% |
| 7D | +11.6% | -29.5% | +41.1% | +11.4% |
| 30D | +7.2% | -66.9% | +74.0% | +6.7% |
| 3M | -5.9% | -73.7% | +67.8% | -6.4% |
| 6M | +11.5% | -64.8% | +76.2% | +12.1% |
| YTD | +6.3% | -64.0% | +70.4% | +7.5% |
| 1Y | +9.1% | -77.0% | +86.1% | +9.4% |
| All | +9.1% | -76.7% | +85.8% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling