+6.0%
SO vs ADVB
-72.7%
+78.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -23.6% | +24.8% | +1.2% |
| 7D | +1.4% | +27.8% | -26.4% | +1.3% |
| 30D | +4.7% | -50.8% | +55.5% | +5.0% |
| 3M | +1.7% | -70.5% | +72.2% | +2.3% |
| 6M | +2.2% | -46.7% | +48.9% | +2.5% |
| YTD | +10.0% | -56.7% | +66.6% | +9.1% |
| 1Y | +6.0% | -71.8% | +77.8% | +4.6% |
| All | +6.0% | -72.7% | +78.7% | +4.6% |
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 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