+35.7%
PM vs ADVB
-97.5%
+133.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.2% | -6.0% | -1.8% |
| 7D | -5.2% | -13.9% | +8.7% | -5.1% |
| 30D | +2.7% | -68.1% | +70.8% | +3.7% |
| 3M | +5.2% | -73.4% | +78.6% | +6.5% |
| 6M | +17.0% | -70.8% | +87.8% | +17.2% |
| YTD | +25.5% | -66.1% | +91.6% | +24.9% |
| 1Y | +35.5% | -77.5% | +113.0% | +35.6% |
| All | +35.7% | -97.5% | +133.3% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling