+22.5%
MA vs ADVB
-76.7%
+99.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.5% | +8.5% | +3.9% |
| 7D | +10.2% | -29.5% | +39.7% | +9.9% |
| 30D | +19.3% | -66.9% | +86.2% | +18.5% |
| 3M | +18.0% | -73.7% | +91.7% | +17.0% |
| 6M | +33.7% | -64.8% | +98.5% | +32.7% |
| YTD | +18.6% | -64.0% | +82.6% | +18.7% |
| 1Y | +22.5% | -77.0% | +99.5% | +24.6% |
| All | +22.5% | -76.7% | +99.1% | +24.6% |
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 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