+125.1%
P vs ADVB
-95.9%
+220.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +42.7% | -39.3% | +1.9% |
| 7D | +17.8% | +74.2% | -56.4% | +15.4% |
| 30D | -29.9% | -35.9% | +6.0% | -29.8% |
| 3M | -1.2% | -56.4% | +55.3% | -0.5% |
| 6M | +32.1% | -36.7% | +68.8% | +29.6% |
| YTD | +64.3% | -43.3% | +107.6% | +59.1% |
| 1Y | +24.3% | -63.4% | +87.7% | +22.9% |
| All | +125.1% | -95.9% | +220.9% | +150.3% |
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 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