-60.6%
IT vs ADVB
-97.5%
+36.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.2% | -8.2% | -4.0% |
| 7D | -16.9% | -13.9% | -3.0% | -16.9% |
| 30D | +2.3% | -68.1% | +70.4% | +3.2% |
| 3M | +2.9% | -73.4% | +76.2% | +3.7% |
| 6M | +25.9% | -70.8% | +96.6% | +25.8% |
| YTD | -24.6% | -66.1% | +41.4% | -25.1% |
| 1Y | -16.0% | -77.5% | +61.5% | -15.1% |
| All | -60.6% | -97.5% | +36.9% | -55.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling