-10.1%
SNY vs ADVB
-95.9%
+85.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +42.7% | -42.6% | +0.1% |
| 7D | +3.3% | +74.2% | -70.9% | +3.3% |
| 30D | +23.9% | -35.9% | +59.7% | +24.1% |
| 3M | +10.9% | -56.4% | +67.3% | +11.2% |
| 6M | +13.1% | -36.7% | +49.8% | +11.8% |
| YTD | +5.5% | -43.3% | +48.9% | +4.0% |
| 1Y | -1.5% | -63.4% | +61.9% | -1.5% |
| All | -10.1% | -95.9% | +85.8% | -4.2% |
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