+47.3%
RF vs ADVB
-88.3%
+135.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | +1.3% | -3.8% | +5.1% | +1.3% |
| 30D | -3.6% | +17.6% | -21.2% | -3.8% |
| 3M | +8.1% | +119.1% | -111.0% | +6.0% |
| 6M | +11.5% | +103.4% | -91.9% | +9.0% |
| YTD | +15.6% | +59.8% | -44.3% | +13.7% |
| 1Y | +15.7% | +8.5% | +7.1% | +14.4% |
| All | +47.3% | -88.3% | +135.6% | +65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling