+29.7%
PM vs ADVB
-73.6%
+103.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | +0.6% |
| 7D | -6.6% | -4.1% | -2.5% | -6.6% |
| 30D | -3.4% | -60.3% | +56.8% | -2.9% |
| 3M | +5.3% | -73.3% | +78.7% | +6.3% |
| 6M | +15.5% | -65.9% | +81.4% | +15.5% |
| YTD | +24.3% | -63.9% | +88.1% | +22.8% |
| 1Y | +29.7% | -74.1% | +103.8% | +28.0% |
| All | +29.7% | -73.6% | +103.3% | +28.0% |
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