+9.4%
S vs ADVB
-97.5%
+106.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.2% | -2.6% | +1.7% |
| 7D | -13.4% | -13.9% | +0.5% | -13.5% |
| 30D | -14.0% | -68.1% | +54.1% | -14.7% |
| 3M | +4.9% | -73.4% | +78.3% | +3.9% |
| 6M | +42.0% | -70.8% | +112.8% | +42.6% |
| YTD | +45.1% | -66.1% | +111.2% | +44.4% |
| 1Y | +33.1% | -77.5% | +110.6% | +33.7% |
| All | +9.4% | -97.5% | +106.9% | +37.6% |
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