-18.4%
IT vs ADVB
-75.5%
+57.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -1.1% |
| 7D | -7.5% | -4.1% | -3.4% | -7.5% |
| 30D | -1.2% | -60.3% | +59.1% | -2.0% |
| 3M | -2.2% | -73.3% | +71.1% | -3.3% |
| 6M | +19.1% | -65.9% | +85.0% | +18.9% |
| YTD | -25.1% | -63.9% | +38.8% | -22.7% |
| All | -18.4% | -75.5% | +57.1% | -15.7% |
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