+18.6%
OPEN vs ADVB
-97.5%
+116.2%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +4.2% | -26.0% | -21.7% |
| 7D | -22.2% | -13.9% | -8.3% | -22.3% |
| 30D | -38.3% | -68.1% | +29.8% | -39.0% |
| 3M | -59.4% | -73.4% | +14.0% | -59.9% |
| 6M | -74.4% | -70.8% | -3.6% | -74.7% |
| YTD | -76.0% | -66.1% | -9.9% | -76.3% |
| 1Y | -78.7% | -77.5% | -1.2% | -78.2% |
| All | +18.6% | -97.5% | +116.2% | +33.8% |
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