-17.3%
MKTX vs ADVB
-97.1%
+79.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.0% | -9.8% | +0.1% |
| 7D | +0.3% | +10.5% | -10.2% | +0.3% |
| 30D | +0.9% | -56.0% | +57.0% | +1.1% |
| 3M | +2.7% | -70.1% | +72.8% | +3.0% |
| 6M | +15.6% | -53.7% | +69.3% | +14.1% |
| YTD | -7.0% | -60.3% | +53.3% | -8.4% |
| 1Y | -1.2% | -73.1% | +71.9% | -2.6% |
| All | -17.3% | -97.1% | +79.8% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling