+67.4%
RL vs ADVB
-95.9%
+163.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +42.7% | -43.5% | -0.8% |
| 7D | +2.4% | +74.2% | -71.8% | +2.4% |
| 30D | +4.6% | -35.9% | +40.4% | +4.5% |
| 3M | -1.1% | -56.4% | +55.3% | -1.2% |
| 6M | +16.5% | -36.7% | +53.2% | +15.9% |
| YTD | +11.4% | -43.3% | +54.7% | +10.6% |
| 1Y | +16.1% | -63.4% | +79.5% | +18.0% |
| All | +67.4% | -95.9% | +163.2% | +120.3% |
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