+34.2%
RUN vs ADVB
-88.8%
+123.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.8% | +7.5% | +3.7% |
| 7D | +10.2% | -14.0% | +24.1% | +10.0% |
| 30D | -9.6% | +41.0% | -50.6% | -9.4% |
| 3M | -31.5% | +127.9% | -159.4% | -33.3% |
| 6M | -18.7% | +101.3% | -120.0% | -21.3% |
| YTD | -49.9% | +53.8% | -103.7% | -50.8% |
| 1Y | -45.5% | +4.4% | -49.9% | -46.5% |
| All | +34.2% | -88.8% | +123.0% | +84.4% |
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