+39.0%
MSFT vs ADVB
-97.4%
+136.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.5% | -0.8% | +2.7% |
| 7D | +7.5% | -1.2% | +8.7% | +7.5% |
| 30D | +1.9% | -61.4% | +63.3% | +1.7% |
| 3M | +9.2% | -67.8% | +77.1% | +9.0% |
| 6M | +31.9% | -66.9% | +98.7% | +29.4% |
| YTD | +13.4% | -64.9% | +78.3% | +11.0% |
| 1Y | +10.6% | -74.8% | +85.4% | +8.6% |
| All | +39.0% | -97.4% | +136.4% | +52.4% |
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 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