-4.4%
SNY vs ADVB
+2.9%
-7.3%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -0.3% |
| 7D | -3.6% | -5.9% | +2.2% | -3.7% |
| 30D | -1.9% | +13.9% | -15.8% | -1.8% |
| 3M | -2.0% | +127.3% | -129.3% | -2.1% |
| 6M | +2.5% | +77.0% | -74.5% | +2.8% |
| YTD | -7.0% | +51.5% | -58.5% | -6.7% |
| 1Y | -4.4% | -11.3% | +6.9% | -3.8% |
| All | -4.4% | +2.9% | -7.3% | -3.8% |
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