+33.6%
PM vs ADVB
-97.4%
+131.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.5% | -5.9% | -2.4% |
| 7D | -7.3% | -1.2% | -6.1% | -7.3% |
| 30D | -4.0% | -61.4% | +57.4% | -3.2% |
| 3M | +2.7% | -67.8% | +70.6% | +3.7% |
| 6M | +14.9% | -66.9% | +81.7% | +14.8% |
| YTD | +23.5% | -64.9% | +88.4% | +22.8% |
| 1Y | +30.4% | -74.8% | +105.1% | +30.2% |
| All | +33.6% | -97.4% | +131.0% | +46.4% |
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