+71.2%
RL vs ADVB
-97.4%
+168.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.7% | +0.3% |
| 7D | +1.3% | -4.1% | +5.4% | +1.3% |
| 30D | +7.6% | -60.3% | +67.9% | +7.6% |
| 3M | -1.5% | -73.3% | +71.8% | -1.6% |
| 6M | +12.1% | -65.9% | +78.0% | +11.8% |
| YTD | +13.9% | -63.9% | +77.8% | +13.1% |
| 1Y | +20.7% | -74.1% | +94.8% | +21.9% |
| All | +71.2% | -97.4% | +168.5% | +125.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling