+41.8%
RUN vs ADVB
-97.4%
+139.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.5% | -5.9% | -2.4% |
| 7D | +18.1% | -1.2% | +19.3% | +18.1% |
| 30D | +27.5% | -61.4% | +88.9% | +26.8% |
| 3M | -4.5% | -67.8% | +63.3% | -5.1% |
| 6M | -33.3% | -66.9% | +33.5% | -34.7% |
| YTD | -47.1% | -64.9% | +17.8% | -48.5% |
| 1Y | -43.1% | -74.8% | +31.6% | -43.5% |
| All | +41.8% | -97.4% | +139.2% | +93.1% |
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