-10.8%
LYB vs ADVB
-50.5%
+39.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -23.6% | +24.4% | +1.3% |
| 7D | +6.1% | +27.8% | -21.7% | +5.4% |
| 30D | +5.3% | -50.8% | +56.1% | +6.1% |
| 3M | +4.3% | -70.5% | +74.8% | +6.1% |
| 6M | -10.8% | -46.7% | +35.9% | -12.0% |
| All | -10.8% | -50.5% | +39.7% | -12.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling