-60.2%
IT vs ADVB
-96.8%
+36.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -23.6% | +24.3% | +0.7% |
| 7D | +1.1% | +27.8% | -26.7% | +1.0% |
| 30D | -1.8% | -50.8% | +48.9% | -1.3% |
| 3M | +4.8% | -70.5% | +75.3% | +5.8% |
| 6M | +33.0% | -46.7% | +79.7% | +31.8% |
| YTD | -23.8% | -56.7% | +32.8% | -24.4% |
| 1Y | -16.5% | -71.8% | +55.2% | -15.5% |
| All | -60.2% | -96.8% | +36.6% | -55.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling