+10.7%
MO vs ADVB
+10.9%
-0.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.8% | -1.1% |
| 7D | -2.0% | -14.0% | +12.0% | -2.1% |
| 30D | -0.3% | +41.0% | -41.2% | +0.2% |
| 3M | -2.9% | +127.9% | -130.9% | -1.3% |
| 6M | +5.8% | +101.3% | -95.6% | +8.3% |
| YTD | +22.0% | +53.8% | -31.8% | +23.8% |
| 1Y | +10.7% | +4.4% | +6.3% | +11.3% |
| All | +10.7% | +10.9% | -0.2% | +11.3% |
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