+5.3%
SO vs ADVB
-88.8%
+94.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.8% | +4.8% | +1.0% |
| 7D | +1.0% | -14.0% | +15.0% | +1.1% |
| 30D | -3.2% | +41.0% | -44.2% | -3.5% |
| 3M | -1.7% | +127.9% | -129.6% | -2.7% |
| 6M | -7.2% | +101.3% | -108.5% | -8.3% |
| YTD | +4.6% | +53.8% | -49.2% | +3.4% |
| 1Y | +1.2% | +4.4% | -3.2% | +0.4% |
| All | +5.3% | -88.8% | +94.1% | +7.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling