+97.8%
P vs ADVB
-97.5%
+195.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.2% | -0.7% | +3.4% |
| 7D | -23.8% | -13.9% | -9.9% | -23.4% |
| 30D | -36.6% | -68.1% | +31.5% | -35.1% |
| 3M | +10.9% | -73.4% | +84.3% | +13.6% |
| 6M | +30.0% | -70.8% | +100.8% | +30.6% |
| YTD | +44.4% | -66.1% | +110.5% | +42.6% |
| 1Y | +3.9% | -77.5% | +81.4% | +4.7% |
| All | +97.8% | -97.5% | +195.3% | +124.3% |
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