-2.9%
LOW vs ADVB
-96.8%
+93.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -23.6% | +23.7% | -0.1% |
| 7D | +1.4% | +27.8% | -26.4% | +1.8% |
| 30D | +21.7% | -50.8% | +72.5% | +21.4% |
| 3M | +5.0% | -70.5% | +75.5% | +4.6% |
| 6M | +4.6% | -46.7% | +51.3% | +4.3% |
| YTD | -3.5% | -56.7% | +53.2% | -3.5% |
| 1Y | +0.5% | -71.8% | +72.3% | +1.6% |
| All | -2.9% | -96.8% | +93.9% | +8.3% |
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