+20.2%
MOD vs ADVB
-97.6%
+117.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -9.5% | +2.2% | -7.2% |
| 7D | -34.2% | -28.0% | -6.1% | -34.1% |
| 30D | -51.9% | -70.2% | +18.3% | -52.1% |
| 3M | -53.0% | -76.1% | +23.0% | -53.3% |
| 6M | -66.4% | -72.3% | +6.0% | -66.2% |
| YTD | -31.5% | -67.5% | +35.9% | -30.7% |
| 1Y | -39.6% | -78.6% | +39.0% | -38.3% |
| All | +20.2% | -97.6% | +117.8% | +53.6% |
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