+20.0%
MA vs ADVB
-97.5%
+117.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.2% | -4.7% | -0.5% |
| 7D | +2.3% | -13.9% | +16.2% | +2.3% |
| 30D | +14.7% | -68.1% | +82.8% | +15.0% |
| 3M | +13.5% | -73.4% | +86.9% | +13.9% |
| 6M | +33.1% | -70.8% | +103.9% | +32.5% |
| YTD | +15.1% | -66.1% | +81.2% | +13.9% |
| 1Y | +18.7% | -77.5% | +96.2% | +18.9% |
| All | +20.0% | -97.5% | +117.5% | +32.4% |
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