+12.8%
O vs ADVB
-97.5%
+110.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.2% | -5.0% | -0.8% |
| 7D | +3.7% | -13.9% | +17.6% | +3.7% |
| 30D | +11.2% | -68.1% | +79.3% | +11.4% |
| 3M | -4.0% | -73.4% | +69.4% | -3.7% |
| 6M | -5.2% | -70.8% | +65.6% | -5.2% |
| YTD | +9.5% | -66.1% | +75.6% | +8.9% |
| 1Y | +10.6% | -77.5% | +88.1% | +10.4% |
| All | +12.8% | -97.5% | +110.3% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling