+19.5%
OPEN vs ADVB
-97.4%
+116.9%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.8% | +0.8% |
| 7D | -21.7% | -1.2% | -20.5% | -21.6% |
| 30D | -36.5% | -61.4% | +24.9% | -37.0% |
| 3M | -59.5% | -67.8% | +8.3% | -59.9% |
| 6M | -71.9% | -66.9% | -5.0% | -72.3% |
| YTD | -75.8% | -64.9% | -10.9% | -76.1% |
| 1Y | -78.5% | -74.8% | -3.8% | -78.2% |
| All | +19.5% | -97.4% | +116.9% | +34.8% |
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