+57.4%
MAR vs ADVB
-76.7%
+134.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.5% | +6.6% | +2.0% |
| 7D | +7.7% | -29.5% | +37.3% | +7.3% |
| 30D | +19.4% | -66.9% | +86.3% | +17.8% |
| 3M | +23.3% | -73.7% | +97.0% | +21.6% |
| 6M | +22.8% | -64.8% | +87.6% | +22.9% |
| YTD | +37.8% | -64.0% | +101.8% | +39.4% |
| 1Y | +57.4% | -77.0% | +134.3% | +58.4% |
| All | +57.4% | -76.7% | +134.0% | +58.4% |
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 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