+33.2%
Q vs ADVB
-73.6%
+106.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +10.0% | -7.6% | +2.4% |
| 7D | +6.6% | +10.5% | -3.9% | +6.5% |
| 30D | +2.7% | -56.0% | +58.7% | +2.0% |
| 3M | -8.4% | -70.1% | +61.8% | -9.5% |
| 6M | -17.3% | -53.7% | +36.4% | -16.9% |
| YTD | +55.3% | -60.3% | +115.6% | +56.1% |
| 1Y | +31.5% | -73.1% | +104.6% | +29.6% |
| All | +33.2% | -73.6% | +106.8% | +31.3% |
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