-21.3%
IT vs ADVB
+5.8%
-27.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.6% |
| 7D | -6.0% | -3.8% | -2.3% | -6.0% |
| 30D | 0.0% | +17.6% | -17.6% | +0.1% |
| 3M | +13.1% | +119.1% | -106.1% | +14.9% |
| 6M | +11.7% | +103.4% | -91.7% | +13.7% |
| YTD | -26.1% | +59.8% | -86.0% | -24.1% |
| 1Y | -21.3% | +8.5% | -29.8% | -18.4% |
| All | -21.3% | +5.8% | -27.1% | -18.4% |
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 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