+45.0%
SPG vs ADVB
-97.4%
+142.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.5% | -1.5% | +2.0% |
| 7D | +5.1% | -1.2% | +6.3% | +5.1% |
| 30D | +16.8% | -61.4% | +78.2% | +16.8% |
| 3M | +5.7% | -67.8% | +73.5% | +5.6% |
| 6M | +17.8% | -66.9% | +84.7% | +17.3% |
| YTD | +30.1% | -64.9% | +95.0% | +29.2% |
| 1Y | +32.8% | -74.8% | +107.5% | +32.4% |
| All | +45.0% | -97.4% | +142.4% | +68.3% |
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