+20.2%
SOLS vs ADVB
-79.6%
+99.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.2% | +1.2% | +5.4% |
| 7D | -4.2% | -13.9% | +9.7% | -4.3% |
| 30D | -3.9% | -68.1% | +64.2% | -5.0% |
| 3M | -6.6% | -73.4% | +66.8% | -7.8% |
| 6M | -29.1% | -70.8% | +41.7% | -28.6% |
| YTD | +19.8% | -66.1% | +85.9% | +21.6% |
| 1Y | +29.2% | -77.5% | +106.7% | +36.4% |
| All | +20.2% | -79.6% | +99.8% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling