-3.7%
LYB vs ADVB
-96.8%
+93.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -23.6% | +24.4% | +1.5% |
| 7D | +6.1% | +27.8% | -21.7% | +5.1% |
| 30D | +5.3% | -50.8% | +56.1% | +6.7% |
| 3M | +4.3% | -70.5% | +74.8% | +7.1% |
| 6M | -10.8% | -46.7% | +35.9% | -12.1% |
| YTD | +53.8% | -56.7% | +110.4% | +50.6% |
| 1Y | +50.5% | -71.8% | +122.2% | +50.5% |
| All | -3.7% | -96.8% | +93.2% | +14.4% |
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