-48.4%
SE vs ADVB
-73.1%
+24.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +10.0% | -13.6% | -3.6% |
| 7D | -7.7% | +10.5% | -18.2% | -7.6% |
| 30D | -22.8% | -56.0% | +33.2% | -23.6% |
| 3M | -43.7% | -70.1% | +26.4% | -44.6% |
| 6M | -12.8% | -53.7% | +40.9% | -14.5% |
| YTD | -42.0% | -60.3% | +18.3% | -41.8% |
| All | -48.4% | -73.1% | +24.7% | -44.8% |
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