+24.7%
RCL vs ADVB
-61.6%
+86.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +42.7% | -46.6% | -2.7% |
| 7D | -0.2% | +74.2% | -74.4% | +1.5% |
| 30D | +14.4% | -35.9% | +50.2% | +13.8% |
| 3M | +5.2% | -56.4% | +61.6% | +3.8% |
| 6M | +26.1% | -36.7% | +62.8% | +26.8% |
| YTD | +17.4% | -43.3% | +60.7% | +20.7% |
| 1Y | +24.7% | -63.4% | +88.1% | +27.5% |
| All | +24.7% | -61.6% | +86.3% | +27.5% |
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