+84.7%
SM vs ADVB
-61.6%
+146.3%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +42.7% | -37.5% | +3.7% |
| 7D | +10.6% | +74.2% | -63.6% | +8.4% |
| 30D | -15.0% | -35.9% | +20.9% | -14.7% |
| 3M | +1.7% | -56.4% | +58.1% | +2.9% |
| 6M | +5.9% | -36.7% | +42.6% | +7.1% |
| YTD | +79.0% | -43.3% | +122.3% | +80.2% |
| 1Y | +84.7% | -63.4% | +148.1% | +99.6% |
| All | +84.7% | -61.6% | +146.3% | +99.6% |
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