+30.0%
S vs ADVB
-61.6%
+91.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +42.7% | -48.9% | -5.3% |
| 7D | +4.1% | +74.2% | -70.1% | +5.5% |
| 30D | -7.2% | -35.9% | +28.7% | -7.7% |
| 3M | 0.0% | -56.4% | +56.4% | -1.4% |
| 6M | +41.6% | -36.7% | +78.3% | +45.3% |
| YTD | +48.6% | -43.3% | +91.9% | +52.2% |
| 1Y | +30.0% | -63.4% | +93.4% | +34.1% |
| All | +30.0% | -61.6% | +91.6% | +34.1% |
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 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