-20.5%
SNY vs ADVB
-89.4%
+68.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.3% | +4.6% | -0.7% |
| 7D | -3.6% | -13.0% | +9.4% | -3.6% |
| 30D | -1.4% | +7.5% | -8.9% | -1.5% |
| 3M | -4.2% | +129.1% | -133.3% | -6.3% |
| 6M | +2.0% | +71.7% | -69.7% | -0.1% |
| YTD | -6.7% | +45.5% | -52.2% | -8.4% |
| 1Y | -4.7% | -2.7% | -1.9% | -5.7% |
| All | -20.5% | -89.4% | +68.9% | -15.6% |
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 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