+70.3%
PAAS vs ADVB
-97.5%
+167.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.2% | -2.8% | +1.5% |
| 7D | +8.4% | -13.9% | +22.3% | +8.4% |
| 30D | -7.2% | -68.1% | +60.9% | -7.7% |
| 3M | -14.0% | -73.4% | +59.4% | -14.6% |
| 6M | -26.8% | -70.8% | +44.0% | -28.1% |
| YTD | -19.8% | -66.1% | +46.3% | -21.1% |
| 1Y | +22.8% | -77.5% | +100.3% | +19.4% |
| All | +70.3% | -97.5% | +167.8% | +79.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling