+34.6%
RL vs ADVB
-76.7%
+111.3%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.5% | +9.0% | +4.4% |
| 7D | +5.8% | -29.5% | +35.3% | +5.1% |
| 30D | +12.7% | -66.9% | +79.6% | +10.3% |
| 3M | +9.3% | -73.7% | +83.1% | +6.7% |
| 6M | +16.9% | -64.8% | +81.7% | +17.3% |
| YTD | +17.5% | -64.0% | +81.5% | +20.5% |
| 1Y | +34.6% | -77.0% | +111.6% | +43.6% |
| All | +34.6% | -76.7% | +111.3% | +43.6% |
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