+83.4%
PR vs ADVB
-97.6%
+181.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -9.5% | +4.7% | -4.7% |
| 7D | -16.5% | -28.0% | +11.5% | -16.0% |
| 30D | -4.5% | -70.2% | +65.7% | -2.2% |
| 3M | +8.5% | -76.1% | +84.6% | +11.4% |
| 6M | -3.3% | -72.3% | +69.0% | -1.9% |
| YTD | +55.7% | -67.5% | +123.2% | +56.1% |
| 1Y | +82.0% | -78.6% | +160.6% | +85.7% |
| All | +83.4% | -97.6% | +181.0% | +136.9% |
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