+20.7%
RL vs ADVB
-73.6%
+94.3%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.7% | +0.3% |
| 7D | +1.3% | -4.1% | +5.4% | +1.2% |
| 30D | +7.6% | -60.3% | +67.9% | +5.8% |
| 3M | -1.5% | -73.3% | +71.8% | -3.8% |
| 6M | +12.1% | -65.9% | +78.0% | +12.3% |
| YTD | +13.9% | -63.9% | +77.8% | +16.7% |
| 1Y | +20.7% | -74.1% | +94.8% | +28.2% |
| All | +20.7% | -73.6% | +94.3% | +28.2% |
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