+35.8%
PM vs ADVB
-97.1%
+132.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.0% | -8.9% | +1.0% |
| 7D | -7.1% | +10.5% | -17.5% | -7.2% |
| 30D | -2.8% | -56.0% | +53.2% | -2.1% |
| 3M | +6.3% | -70.1% | +76.5% | +7.5% |
| 6M | +9.6% | -53.7% | +63.3% | +9.2% |
| YTD | +25.6% | -60.3% | +85.9% | +24.8% |
| 1Y | +29.7% | -73.1% | +102.8% | +29.5% |
| All | +35.8% | -97.1% | +132.9% | +48.7% |
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