+0.8%
OPEN vs ADVB
-96.8%
+97.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -23.6% | +19.9% | -4.1% |
| 7D | -15.0% | +27.8% | -42.8% | -14.4% |
| 30D | -40.2% | -50.8% | +10.6% | -40.3% |
| 3M | -67.4% | -70.5% | +3.1% | -67.7% |
| 6M | -74.0% | -46.7% | -27.3% | -74.3% |
| YTD | -79.6% | -56.7% | -22.9% | -79.7% |
| 1Y | -86.1% | -71.8% | -14.3% | -85.7% |
| All | +0.8% | -96.8% | +97.7% | +14.5% |
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