-9.8%
IR vs ADVB
-88.3%
+78.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.3% |
| 7D | -2.8% | -3.8% | +0.9% | -2.8% |
| 30D | -15.1% | +17.6% | -32.7% | -15.3% |
| 3M | +6.1% | +119.1% | -113.1% | +4.6% |
| 6M | -16.8% | +103.4% | -120.2% | -18.2% |
| YTD | -3.5% | +59.8% | -63.4% | -4.7% |
| 1Y | -3.5% | +8.5% | -12.0% | -4.1% |
| All | -9.8% | -88.3% | +78.6% | +4.4% |
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 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