+15.8%
Q vs ADVB
-78.4%
+94.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -9.5% | +2.2% | -7.4% |
| 7D | -10.3% | -28.0% | +17.7% | -10.4% |
| 30D | -17.7% | -70.2% | +52.6% | -18.5% |
| 3M | -18.8% | -76.1% | +57.3% | -19.7% |
| 6M | -24.8% | -72.3% | +47.5% | -24.9% |
| YTD | +35.0% | -67.5% | +102.5% | +35.7% |
| 1Y | +10.7% | -78.6% | +89.3% | +9.1% |
| All | +15.8% | -78.4% | +94.2% | +14.2% |
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 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