+0.9%
META vs ADVB
-97.4%
+98.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.5% | +6.0% | +1.4% |
| 7D | +2.9% | -29.5% | +32.4% | +2.7% |
| 30D | -15.1% | -66.9% | +51.8% | -15.6% |
| 3M | +7.2% | -73.7% | +81.0% | +6.4% |
| 6M | +3.4% | -64.8% | +68.2% | +2.6% |
| YTD | -4.3% | -64.0% | +59.7% | -5.3% |
| 1Y | +0.8% | -77.0% | +77.7% | +0.2% |
| All | +0.9% | -97.4% | +98.3% | +21.4% |
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 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