+21.3%
MTB vs ADVB
-73.0%
+94.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.0% | -10.1% | -0.2% |
| 7D | -2.0% | +10.5% | -12.5% | -2.0% |
| 30D | +0.1% | -56.0% | +56.2% | +0.5% |
| 3M | -12.1% | -70.1% | +58.0% | -11.6% |
| 6M | +7.3% | -53.7% | +61.0% | +6.8% |
| YTD | +11.5% | -60.3% | +71.8% | +12.2% |
| 1Y | +21.3% | -73.1% | +94.4% | +24.4% |
| All | +21.3% | -73.0% | +94.3% | +24.4% |
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