+26.1%
PAAS vs ADVB
-76.7%
+102.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -4.5% | +12.9% | +8.4% |
| 7D | -1.1% | -29.5% | +28.4% | -0.6% |
| 30D | -8.5% | -66.9% | +58.4% | -7.4% |
| 3M | -7.3% | -73.7% | +66.4% | -6.2% |
| 6M | -18.3% | -64.8% | +46.5% | -21.0% |
| YTD | -19.2% | -64.0% | +44.9% | -21.4% |
| 1Y | +26.1% | -77.0% | +103.1% | +40.3% |
| All | +26.1% | -76.7% | +102.8% | +40.3% |
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