+82.0%
PR vs ADVB
-79.1%
+161.1%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -9.5% | +4.7% | -4.7% |
| 7D | -16.5% | -28.0% | +11.5% | -16.3% |
| 30D | -4.5% | -70.2% | +65.7% | -3.3% |
| 3M | +8.5% | -76.1% | +84.6% | +10.0% |
| 6M | -3.3% | -72.3% | +69.0% | -1.7% |
| YTD | +55.7% | -67.5% | +123.2% | +57.8% |
| 1Y | +82.0% | -78.6% | +160.6% | +88.2% |
| All | +82.0% | -79.1% | +161.1% | +88.2% |
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 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