-28.0%
ORCL vs ADVB
+5.8%
-33.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.1% |
| 7D | +5.3% | -3.8% | +9.0% | +5.2% |
| 30D | +10.0% | +17.6% | -7.6% | +10.4% |
| 3M | -32.6% | +119.1% | -151.7% | -33.0% |
| 6M | +4.9% | +103.4% | -98.4% | +2.5% |
| YTD | -17.8% | +59.8% | -77.6% | -18.8% |
| 1Y | -28.0% | +8.5% | -36.5% | -31.3% |
| All | -28.0% | +5.8% | -33.8% | -31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling