+63.0%
LUV vs ADVB
-97.1%
+160.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.0% | -9.6% | +0.4% |
| 7D | +0.1% | +10.5% | -10.3% | +0.1% |
| 30D | +14.0% | -56.0% | +70.1% | +13.9% |
| 3M | +2.6% | -70.1% | +72.7% | +2.4% |
| 6M | +17.3% | -53.7% | +71.0% | +14.4% |
| YTD | +14.0% | -60.3% | +74.2% | +10.8% |
| 1Y | +47.9% | -73.1% | +121.0% | +48.1% |
| All | +63.0% | -97.1% | +160.1% | +122.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling