+3.2%
MSFT vs ADVB
-61.6%
+64.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +42.7% | -42.3% | +0.6% |
| 7D | -2.4% | +74.2% | -76.6% | -2.0% |
| 30D | -3.8% | -35.9% | +32.1% | -4.1% |
| 3M | +6.4% | -56.4% | +62.9% | +5.7% |
| 6M | +28.8% | -36.7% | +65.5% | +25.3% |
| YTD | +8.8% | -43.3% | +52.2% | +6.2% |
| 1Y | +3.2% | -63.4% | +66.5% | -0.4% |
| All | +3.2% | -61.6% | +64.8% | -0.4% |
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