+33.6%
SPG vs ADVB
-73.1%
+106.7%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.0% | -9.8% | +0.2% |
| 7D | +2.7% | +10.5% | -7.7% | +2.8% |
| 30D | +16.6% | -56.0% | +72.6% | +16.1% |
| 3M | +8.1% | -70.1% | +78.2% | +7.5% |
| 6M | +19.3% | -53.7% | +73.0% | +18.8% |
| YTD | +31.1% | -60.3% | +91.4% | +30.5% |
| All | +33.6% | -73.1% | +106.7% | +35.1% |
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