+37.1%
RF vs ADVB
-97.5%
+134.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | -0.4% |
| 7D | -0.9% | -13.9% | +13.0% | -0.8% |
| 30D | +6.0% | -68.1% | +74.1% | +6.9% |
| 3M | -8.9% | -73.4% | +64.5% | -8.1% |
| 6M | +2.3% | -70.8% | +73.1% | +2.3% |
| YTD | +7.6% | -66.1% | +73.7% | +7.0% |
| 1Y | +21.2% | -77.5% | +98.7% | +21.9% |
| All | +37.1% | -97.5% | +134.6% | +56.1% |
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