+13.7%
O vs ADVB
-97.4%
+111.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.8% | +0.8% |
| 7D | +3.3% | -1.2% | +4.5% | +3.3% |
| 30D | +10.3% | -61.4% | +71.7% | +10.5% |
| 3M | -3.5% | -67.8% | +64.4% | -3.3% |
| 6M | -1.3% | -66.9% | +65.6% | -1.3% |
| YTD | +10.3% | -64.9% | +75.2% | +9.7% |
| 1Y | +10.4% | -74.8% | +85.2% | +10.1% |
| All | +13.7% | -97.4% | +111.1% | +22.0% |
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