+15.5%
MSCI vs ADVB
-97.5%
+113.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.2% | -6.5% | -2.3% |
| 7D | +2.8% | -13.9% | +16.7% | +2.8% |
| 30D | +15.4% | -68.1% | +83.5% | +15.7% |
| 3M | +13.4% | -73.4% | +86.8% | +13.7% |
| 6M | +10.9% | -70.8% | +81.7% | +10.4% |
| YTD | +13.0% | -66.1% | +79.1% | +12.2% |
| 1Y | +12.0% | -77.5% | +89.5% | +12.0% |
| All | +15.5% | -97.5% | +113.1% | +24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling