-61.4%
IT vs ADVB
-88.3%
+26.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.3% |
| 3M | +13.1% | +119.1% | -106.1% | +10.8% |
| 6M | +11.7% | +103.4% | -91.7% | +8.4% |
| YTD | -26.1% | +59.8% | -86.0% | -27.5% |
| 1Y | -21.3% | +8.5% | -29.8% | -22.2% |
| All | -61.4% | -88.3% | +26.9% | -57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling