-45.6%
SE vs ADVB
-97.5%
+51.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.1% | +0.1% |
| 7D | +2.0% | -13.9% | +15.9% | +2.2% |
| 30D | -20.0% | -68.1% | +48.1% | -19.2% |
| 3M | -31.8% | -73.4% | +41.6% | -31.0% |
| 6M | -15.9% | -70.8% | +54.9% | -17.0% |
| YTD | -40.6% | -66.1% | +25.5% | -42.2% |
| 1Y | -50.7% | -77.5% | +26.8% | -50.7% |
| All | -45.6% | -97.5% | +51.9% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling