-3.5%
LYB vs ADVB
-89.4%
+85.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.3% | +5.2% | 0.0% |
| 7D | -3.1% | -13.0% | +9.9% | -2.7% |
| 30D | +4.0% | +7.5% | -3.4% | +3.7% |
| 3M | +2.4% | +129.1% | -126.7% | -2.4% |
| 6M | -1.4% | +71.7% | -73.2% | -6.5% |
| YTD | +53.9% | +45.5% | +8.4% | +46.8% |
| 1Y | +26.1% | -2.7% | +28.8% | +20.9% |
| All | -3.5% | -89.4% | +85.8% | +11.5% |
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