-1.9%
IR vs ADVB
-97.5%
+95.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.2% | -2.8% | +1.4% |
| 7D | +3.7% | -13.9% | +17.6% | +3.8% |
| 30D | +7.4% | -68.1% | +75.6% | +8.2% |
| 3M | -5.9% | -73.4% | +67.5% | -5.2% |
| 6M | +5.6% | -70.8% | +76.4% | +5.9% |
| YTD | +4.8% | -66.1% | +70.9% | +4.6% |
| 1Y | +6.9% | -77.5% | +84.4% | +8.1% |
| All | -1.9% | -97.5% | +95.6% | +14.6% |
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 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