-2.3%
META vs ADVB
-97.5%
+95.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.4% | +0.8% |
| 7D | -0.8% | -13.9% | +13.1% | -0.8% |
| 30D | -15.4% | -68.1% | +52.7% | -15.9% |
| 3M | +3.5% | -73.4% | +76.9% | +2.8% |
| 6M | -0.3% | -70.8% | +70.5% | -1.1% |
| YTD | -7.3% | -66.1% | +58.8% | -8.3% |
| 1Y | -1.1% | -77.5% | +76.4% | -1.7% |
| All | -2.3% | -97.5% | +95.3% | +17.6% |
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