+7.6%
S vs ADVB
-97.6%
+105.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -9.5% | +0.7% | -8.9% |
| 7D | -16.7% | -28.0% | +11.3% | -16.9% |
| 30D | -17.0% | -70.2% | +53.2% | -17.7% |
| 3M | +2.0% | -76.1% | +78.1% | +0.9% |
| 6M | +35.1% | -72.3% | +107.4% | +35.6% |
| YTD | +42.8% | -67.5% | +110.3% | +42.1% |
| 1Y | +27.7% | -78.6% | +106.3% | +28.3% |
| All | +7.6% | -97.6% | +105.3% | +35.4% |
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 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