+65.3%
MAR vs ADVB
-97.4%
+162.6%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.9% | -0.3% | +2.7% |
| 7D | +2.9% | -4.1% | +6.9% | +2.8% |
| 30D | +17.0% | -60.3% | +77.3% | +16.9% |
| 3M | +23.2% | -73.3% | +96.5% | +23.0% |
| 6M | +21.7% | -65.9% | +87.7% | +21.4% |
| YTD | +38.9% | -63.9% | +102.7% | +38.3% |
| 1Y | +48.7% | -74.1% | +122.8% | +49.3% |
| All | +65.3% | -97.4% | +162.6% | +83.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling