-60.5%
IT vs ADVB
-95.9%
+35.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +42.7% | -43.8% | -1.2% |
| 7D | -3.7% | +74.2% | -77.9% | -3.8% |
| 30D | -3.1% | -35.9% | +32.7% | -2.6% |
| 3M | +6.3% | -56.4% | +62.8% | +7.2% |
| 6M | +24.8% | -36.7% | +61.5% | +23.9% |
| YTD | -24.4% | -43.3% | +19.0% | -24.9% |
| 1Y | -17.1% | -63.4% | +46.3% | -16.1% |
| All | -60.5% | -95.9% | +35.4% | -55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling