-18.8%
MKTX vs ADVB
-88.9%
+70.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -0.1% |
| 7D | -0.2% | -5.9% | +5.7% | -0.1% |
| 30D | +0.8% | +13.9% | -13.1% | +0.8% |
| 3M | +41.1% | +127.3% | -86.2% | +38.6% |
| 6M | -9.5% | +77.0% | -86.5% | -11.1% |
| YTD | -8.7% | +51.5% | -60.2% | -10.3% |
| 1Y | -10.0% | -11.3% | +1.4% | -11.5% |
| All | -18.8% | -88.9% | +70.2% | -19.9% |
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