+46.9%
PM vs ADVB
-76.7%
+123.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.5% | +6.1% | +1.6% |
| 7D | +4.3% | -29.5% | +33.8% | +4.4% |
| 30D | +11.5% | -66.9% | +78.4% | +12.2% |
| 3M | +13.0% | -73.7% | +86.8% | +14.0% |
| 6M | +25.9% | -64.8% | +90.7% | +25.7% |
| YTD | +34.0% | -64.0% | +98.0% | +32.7% |
| 1Y | +46.9% | -77.0% | +123.9% | +43.2% |
| All | +46.9% | -76.7% | +123.6% | +43.2% |
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