+20.0%
MA vs ADVB
-95.9%
+115.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +42.7% | -43.9% | -1.2% |
| 7D | -0.5% | +74.2% | -74.7% | -0.5% |
| 30D | +7.9% | -35.9% | +43.8% | +8.1% |
| 3M | +16.8% | -56.4% | +73.2% | +17.2% |
| 6M | +31.0% | -36.7% | +67.7% | +29.9% |
| YTD | +15.0% | -43.3% | +58.4% | +13.9% |
| 1Y | +17.0% | -63.4% | +80.4% | +17.3% |
| All | +20.0% | -95.9% | +115.8% | +32.3% |
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