+96.9%
PSX vs ADVB
-76.7%
+173.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.5% | 0.0% | -4.5% |
| 7D | -5.2% | -29.5% | +24.4% | -5.3% |
| 30D | -3.7% | -66.9% | +63.1% | -3.8% |
| 3M | +26.8% | -73.7% | +100.5% | +26.4% |
| 6M | +47.3% | -64.8% | +112.1% | +46.9% |
| YTD | +105.4% | -64.0% | +169.5% | +108.2% |
| 1Y | +96.9% | -77.0% | +173.9% | +104.4% |
| All | +96.9% | -76.7% | +173.6% | +104.4% |
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