+38.5%
SLB vs ADVB
-73.6%
+112.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.9% | -1.0% |
| 7D | -4.3% | -4.1% | -0.2% | -4.2% |
| 30D | +1.9% | -60.3% | +62.2% | +2.8% |
| 3M | -5.7% | -73.3% | +67.6% | -4.6% |
| 6M | -5.3% | -65.9% | +60.6% | -2.9% |
| YTD | +32.2% | -63.9% | +96.0% | +37.3% |
| 1Y | +38.5% | -74.1% | +112.6% | +44.7% |
| All | +38.5% | -73.6% | +112.1% | +44.7% |
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 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