+18.2%
S vs ADVB
-97.4%
+115.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +3.5% | +4.5% | +8.1% |
| 7D | +1.6% | -1.2% | +2.8% | +1.5% |
| 30D | -10.5% | -61.4% | +50.9% | -11.1% |
| 3M | +9.9% | -67.8% | +77.7% | +9.1% |
| 6M | +41.8% | -66.9% | +108.7% | +42.3% |
| YTD | +56.8% | -64.9% | +121.7% | +56.1% |
| 1Y | +39.0% | -74.8% | +113.8% | +39.4% |
| All | +18.2% | -97.4% | +115.6% | +48.7% |
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