+27.7%
SM vs ADVB
-96.8%
+124.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -23.6% | +23.4% | +1.0% |
| 7D | +9.4% | +27.8% | -18.4% | +7.7% |
| 30D | -14.4% | -50.8% | +36.4% | -12.6% |
| 3M | +1.6% | -70.5% | +72.1% | +5.8% |
| 6M | +6.3% | -46.7% | +53.1% | +5.7% |
| YTD | +78.8% | -56.7% | +135.5% | +76.1% |
| 1Y | +83.1% | -71.8% | +154.9% | +86.5% |
| All | +27.7% | -96.8% | +124.5% | +82.1% |
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