+69.5%
PR vs ADVB
+5.8%
+63.7%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.6% |
| 7D | +2.9% | -3.8% | +6.7% | +2.9% |
| 30D | +18.0% | +17.6% | +0.5% | +17.6% |
| 3M | +16.9% | +119.1% | -102.3% | +16.5% |
| 6M | +28.2% | +103.4% | -75.2% | +27.9% |
| YTD | +69.3% | +59.8% | +9.5% | +68.5% |
| 1Y | +69.5% | +8.5% | +61.0% | +64.5% |
| All | +69.5% | +5.8% | +63.7% | +64.5% |
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