-70.8%
SMR vs ADVB
-96.8%
+26.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -23.6% | +20.2% | -3.0% |
| 7D | -8.3% | +27.8% | -36.0% | -8.8% |
| 30D | -20.1% | -50.8% | +30.7% | -19.6% |
| 3M | -52.7% | -70.5% | +17.8% | -52.2% |
| 6M | -61.0% | -46.7% | -14.3% | -62.0% |
| YTD | -67.1% | -56.7% | -10.4% | -67.9% |
| 1Y | -79.9% | -71.8% | -8.1% | -79.9% |
| All | -70.8% | -96.8% | +26.1% | -57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling