-3.3%
IR vs ADVB
-97.6%
+94.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.5% | +6.8% | -2.7% |
| 7D | +2.3% | -28.0% | +30.3% | +2.5% |
| 30D | +3.3% | -70.2% | +73.6% | +4.1% |
| 3M | -9.0% | -76.1% | +67.0% | -8.3% |
| 6M | +8.0% | -72.3% | +80.3% | +8.4% |
| YTD | +3.4% | -67.5% | +70.9% | +3.2% |
| 1Y | +4.5% | -78.6% | +83.1% | +5.6% |
| All | -3.3% | -97.6% | +94.3% | +13.1% |
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