+218.6%
PL vs ADVB
-97.4%
+316.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.5% | -1.8% | -6.4% |
| 7D | -11.7% | -29.5% | +17.8% | -12.2% |
| 30D | -27.1% | -66.9% | +39.7% | -28.6% |
| 3M | -44.6% | -73.7% | +29.1% | -45.9% |
| 6M | -67.2% | -64.8% | -2.4% | -67.6% |
| YTD | -35.9% | -64.0% | +28.2% | -37.3% |
| 1Y | -0.4% | -77.0% | +76.6% | -0.7% |
| All | +218.6% | -97.4% | +316.0% | +293.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling