+50.5%
MO vs ADVB
-97.4%
+147.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | +0.7% |
| 7D | -0.8% | -4.1% | +3.3% | -0.8% |
| 30D | +6.5% | -60.3% | +66.8% | +5.9% |
| 3M | +18.3% | -73.3% | +91.7% | +17.4% |
| 6M | +15.6% | -65.9% | +81.5% | +15.6% |
| YTD | +38.8% | -63.9% | +102.7% | +38.9% |
| 1Y | +41.6% | -74.1% | +115.8% | +41.3% |
| All | +50.5% | -97.4% | +147.8% | +53.5% |
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