+33.8%
Q vs ADVB
-61.6%
+95.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +42.7% | -45.7% | -3.0% |
| 7D | +11.5% | +74.2% | -62.7% | +11.5% |
| 30D | -0.2% | -35.9% | +35.7% | -0.7% |
| 3M | -13.6% | -56.4% | +42.9% | -14.4% |
| 6M | -27.0% | -36.7% | +9.7% | -26.7% |
| YTD | +50.5% | -43.3% | +93.9% | +51.7% |
| 1Y | +33.8% | -63.4% | +97.1% | +32.4% |
| All | +33.8% | -61.6% | +95.4% | +32.4% |
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