+15.0%
PL vs ADVB
-73.0%
+88.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.0% | -9.5% | +0.8% |
| 7D | +13.4% | +10.5% | +2.9% | +13.6% |
| 30D | -10.2% | -56.0% | +45.9% | -13.2% |
| 3M | -39.5% | -70.1% | +30.6% | -42.5% |
| 6M | -65.7% | -53.7% | -12.0% | -65.6% |
| YTD | -27.3% | -60.3% | +33.0% | -27.7% |
| 1Y | +15.0% | -73.1% | +88.1% | +16.2% |
| All | +15.0% | -73.0% | +88.0% | +16.2% |
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