+16.8%
MSCI vs ADVB
-72.7%
+89.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -23.6% | +24.9% | +1.1% |
| 7D | +3.0% | +27.8% | -24.8% | +3.3% |
| 30D | +17.8% | -50.8% | +68.6% | +17.7% |
| 3M | +15.2% | -70.5% | +85.7% | +15.0% |
| 6M | +16.5% | -46.7% | +63.2% | +16.2% |
| YTD | +16.4% | -56.7% | +73.0% | +16.7% |
| 1Y | +16.8% | -71.8% | +88.6% | +17.8% |
| All | +16.8% | -72.7% | +89.5% | +17.8% |
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