+45.8%
SLB vs ADVB
-72.7%
+118.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -23.6% | +25.1% | +1.7% |
| 7D | +3.5% | +27.8% | -24.3% | +3.0% |
| 30D | +6.5% | -50.8% | +57.3% | +7.0% |
| 3M | -0.2% | -70.5% | +70.3% | +0.7% |
| 6M | -5.7% | -46.7% | +41.0% | -3.6% |
| YTD | +36.8% | -56.7% | +93.5% | +41.9% |
| 1Y | +45.8% | -71.8% | +117.5% | +52.6% |
| All | +45.8% | -72.7% | +118.5% | +52.6% |
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