+86.9%
PR vs ADVB
-97.5%
+184.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.2% | -2.3% | +1.8% |
| 7D | -16.4% | -13.9% | -2.5% | -16.1% |
| 30D | -1.9% | -68.1% | +66.2% | +0.3% |
| 3M | +8.0% | -73.4% | +81.3% | +10.6% |
| 6M | +4.1% | -70.8% | +74.9% | +5.6% |
| YTD | +58.7% | -66.1% | +124.8% | +58.9% |
| 1Y | +75.8% | -77.5% | +153.3% | +79.1% |
| All | +86.9% | -97.5% | +184.4% | +141.2% |
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