+25.5%
M vs ADVB
-64.3%
+89.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +42.7% | -44.8% | -0.9% |
| 7D | +0.6% | +74.2% | -73.6% | +2.4% |
| 30D | +7.0% | -35.9% | +42.8% | +6.1% |
| 3M | +3.1% | -56.4% | +59.6% | +1.3% |
| 6M | +33.5% | -36.7% | +70.2% | +33.4% |
| YTD | +13.4% | -43.3% | +56.7% | +15.4% |
| All | +25.5% | -64.3% | +89.8% | +31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling