+33.8%
SOLS vs ADVB
-7.4%
+41.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.8% | +5.1% | +1.2% |
| 7D | +4.5% | -14.0% | +18.5% | +4.3% |
| 30D | +6.0% | +41.0% | -35.0% | +6.7% |
| 3M | -19.7% | +127.9% | -147.6% | -17.3% |
| 6M | -10.4% | +101.3% | -111.7% | -8.6% |
| YTD | +33.3% | +53.8% | -20.5% | +37.6% |
| All | +33.8% | -7.4% | +41.2% | +42.5% |
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