-1.3%
META vs ADVB
-88.3%
+87.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.0% |
| 7D | +6.7% | -3.8% | +10.5% | +6.7% |
| 30D | +4.8% | +17.6% | -12.8% | +4.9% |
| 3M | -1.6% | +119.1% | -120.8% | -1.7% |
| 6M | -7.5% | +103.4% | -110.8% | -7.7% |
| YTD | -6.4% | +59.8% | -66.2% | -6.6% |
| 1Y | -17.3% | +8.5% | -25.9% | -17.7% |
| All | -1.3% | -88.3% | +87.0% | +19.8% |
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