+98.3%
M vs ADVB
-95.9%
+194.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +42.7% | -44.8% | -1.7% |
| 7D | +0.6% | +74.2% | -73.6% | +1.1% |
| 30D | +7.0% | -35.9% | +42.8% | +6.8% |
| 3M | +3.1% | -56.4% | +59.6% | +2.8% |
| 6M | +33.5% | -36.7% | +70.2% | +31.3% |
| YTD | +13.4% | -43.3% | +56.7% | +11.6% |
| 1Y | +22.4% | -63.4% | +85.8% | +23.2% |
| All | +98.3% | -95.9% | +194.2% | +159.0% |
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 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