-3.7%
P vs ADVB
-79.1%
+75.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -9.5% | -6.9% | -16.2% |
| 7D | -31.9% | -28.0% | -3.9% | -31.5% |
| 30D | -36.5% | -70.2% | +33.7% | -35.8% |
| 3M | +11.6% | -76.1% | +87.7% | +12.7% |
| 6M | +25.2% | -72.3% | +97.5% | +24.4% |
| YTD | +39.4% | -67.5% | +106.9% | +35.6% |
| 1Y | -3.7% | -78.6% | +74.9% | -4.5% |
| All | -3.7% | -79.1% | +75.4% | -4.5% |
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