-8.4%
SKDD vs ADVB
-52.2%
+43.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -23.6% | +32.3% | +8.2% |
| 7D | -11.6% | +27.8% | -39.4% | -11.1% |
| 30D | -2.7% | -50.8% | +48.0% | -1.3% |
| 3M | +1.3% | -70.5% | +71.8% | +5.0% |
| All | -8.4% | -52.2% | +43.8% | -6.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling