+15.7%
OPEN vs ADVB
-97.1%
+112.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +10.0% | -5.8% | +4.3% |
| 7D | -31.1% | +10.5% | -41.5% | -31.0% |
| 30D | -34.7% | -56.0% | +21.3% | -35.2% |
| 3M | -61.9% | -70.1% | +8.3% | -62.3% |
| 6M | -71.9% | -53.7% | -18.2% | -72.3% |
| YTD | -76.6% | -60.3% | -16.3% | -76.9% |
| 1Y | -83.9% | -73.1% | -10.8% | -83.5% |
| All | +15.7% | -97.1% | +112.8% | +30.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling