+216.1%
PL vs ADVB
-97.5%
+313.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +4.2% | +6.2% | +10.4% |
| 7D | -6.8% | -13.9% | +7.1% | -7.0% |
| 30D | -29.3% | -68.1% | +38.8% | -30.8% |
| 3M | -44.8% | -73.4% | +28.6% | -46.0% |
| 6M | -68.4% | -70.8% | +2.4% | -68.8% |
| YTD | -36.4% | -66.1% | +29.7% | -37.8% |
| 1Y | +0.7% | -77.5% | +78.2% | +0.1% |
| All | +216.1% | -97.5% | +313.6% | +290.5% |
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 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