-9.3%
SMCI vs ADVB
-3.0%
-6.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.3% | +2.0% | -3.0% |
| 7D | +5.2% | -13.0% | +18.2% | +6.0% |
| 30D | +23.7% | +7.5% | +16.3% | +23.1% |
| 3M | -4.2% | +129.1% | -133.3% | -6.9% |
| 6M | +21.7% | +71.7% | -50.0% | +16.2% |
| YTD | +33.0% | +45.5% | -12.5% | +26.2% |
| 1Y | -9.3% | -2.7% | -6.6% | -14.6% |
| All | -9.3% | -3.0% | -6.3% | -14.6% |
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