-8.8%
IT vs ADVB
-76.7%
+67.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.5% | +6.0% | +1.4% |
| 7D | -5.5% | -29.5% | +24.1% | -5.9% |
| 30D | +10.3% | -66.9% | +77.2% | +9.2% |
| 3M | +11.5% | -73.7% | +85.2% | +10.1% |
| 6M | +40.3% | -64.8% | +105.0% | +40.3% |
| YTD | -17.9% | -64.0% | +46.2% | -15.3% |
| 1Y | -8.8% | -77.0% | +68.2% | -7.0% |
| All | -8.8% | -76.7% | +67.9% | -7.0% |
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