+88.1%
M vs ADVB
-97.5%
+185.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +4.2% | -8.8% | -4.6% |
| 7D | -4.3% | -13.9% | +9.6% | -4.4% |
| 30D | +1.3% | -68.1% | +69.4% | +0.6% |
| 3M | -7.4% | -73.4% | +66.0% | -8.1% |
| 6M | +18.3% | -70.8% | +89.1% | +16.5% |
| YTD | +7.6% | -66.1% | +73.7% | +5.4% |
| 1Y | +17.4% | -77.5% | +94.9% | +17.4% |
| All | +88.1% | -97.5% | +185.6% | +144.6% |
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