+36.6%
MSFT vs ADVB
-97.6%
+134.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -9.5% | +5.9% | -3.6% |
| 7D | +1.1% | -28.0% | +29.1% | +1.0% |
| 30D | +1.3% | -70.2% | +71.5% | +1.0% |
| 3M | +10.2% | -76.1% | +86.2% | +9.8% |
| 6M | +30.8% | -72.3% | +103.1% | +28.4% |
| YTD | +11.5% | -67.5% | +79.0% | +9.1% |
| 1Y | +6.5% | -78.6% | +85.1% | +4.8% |
| All | +36.6% | -97.6% | +134.2% | +49.8% |
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 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