-5.0%
LYB vs ADVB
-88.3%
+83.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.9% |
| 7D | -0.2% | -3.8% | +3.5% | -0.2% |
| 30D | +8.7% | +17.6% | -8.9% | +7.9% |
| 3M | -3.0% | +119.1% | -122.2% | -7.4% |
| 6M | +4.7% | +103.4% | -98.6% | -1.4% |
| YTD | +51.6% | +59.8% | -8.3% | +44.2% |
| 1Y | +24.4% | +8.5% | +15.8% | +18.8% |
| All | -5.0% | -88.3% | +83.3% | +9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling