-85.6%
SMR vs ADVB
-76.7%
-8.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.5% | +0.1% | -4.4% |
| 7D | -9.5% | -29.5% | +20.0% | -9.4% |
| 30D | -33.2% | -66.9% | +33.7% | -33.2% |
| 3M | -45.9% | -73.7% | +27.8% | -45.9% |
| 6M | -57.9% | -64.8% | +6.9% | -59.3% |
| YTD | -63.8% | -64.0% | +0.2% | -63.2% |
| 1Y | -85.6% | -77.0% | -8.6% | -84.0% |
| All | -85.6% | -76.7% | -8.9% | -84.0% |
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