-1.1%
META vs ADVB
-77.7%
+76.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.4% | +0.9% |
| 7D | -0.8% | -13.9% | +13.1% | -0.9% |
| 30D | -15.4% | -68.1% | +52.7% | -16.6% |
| 3M | +3.5% | -73.4% | +76.9% | +1.9% |
| 6M | -0.3% | -70.8% | +70.5% | -1.5% |
| YTD | -7.3% | -66.1% | +58.8% | -8.9% |
| 1Y | -1.1% | -77.5% | +76.4% | -2.0% |
| All | -1.1% | -77.7% | +76.6% | -2.0% |
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 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