+0.5%
IR vs ADVB
-96.8%
+97.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -23.6% | +23.3% | -0.1% |
| 7D | +2.5% | +27.8% | -25.3% | +2.3% |
| 30D | +9.2% | -50.8% | +59.9% | +9.5% |
| 3M | +0.9% | -70.5% | +71.5% | +1.6% |
| 6M | +19.2% | -46.7% | +66.0% | +18.7% |
| YTD | +7.5% | -56.7% | +64.2% | +7.0% |
| 1Y | +11.7% | -71.8% | +83.5% | +12.7% |
| All | +0.5% | -96.8% | +97.4% | +17.2% |
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