+35.3%
MSFT vs ADVB
-97.5%
+132.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.2% | -5.2% | -1.0% |
| 7D | +1.7% | -13.9% | +15.6% | +1.7% |
| 30D | +0.2% | -68.1% | +68.3% | -0.1% |
| 3M | +6.4% | -73.4% | +79.7% | +6.1% |
| 6M | +28.7% | -70.8% | +99.5% | +26.4% |
| YTD | +10.4% | -66.1% | +76.5% | +8.0% |
| 1Y | +7.6% | -77.5% | +85.1% | +5.8% |
| All | +35.3% | -97.5% | +132.8% | +48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling