+85.8%
PANW vs ADVB
-88.3%
+174.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.4% |
| 7D | -10.3% | -3.8% | -6.6% | -10.3% |
| 30D | -8.1% | +17.6% | -25.7% | -8.4% |
| 3M | +19.3% | +119.1% | -99.8% | +15.7% |
| 6M | +110.2% | +103.4% | +6.8% | +99.8% |
| YTD | +80.9% | +59.8% | +21.1% | +73.0% |
| 1Y | +73.3% | +8.5% | +64.7% | +66.1% |
| All | +85.8% | -88.3% | +174.2% | +108.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling