-32.6%
MOD vs ADVB
-76.7%
+44.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -4.5% | -16.9% | -21.5% |
| 7D | -31.3% | -29.5% | -1.8% | -31.6% |
| 30D | -46.1% | -66.9% | +20.8% | -47.1% |
| 3M | -51.1% | -73.7% | +22.6% | -52.2% |
| 6M | -62.1% | -64.8% | +2.7% | -61.7% |
| YTD | -26.2% | -64.0% | +37.9% | -24.3% |
| 1Y | -32.6% | -77.0% | +44.4% | -31.4% |
| All | -32.6% | -76.7% | +44.1% | -31.4% |
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 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