+42.1%
SPG vs ADVB
-97.5%
+139.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.4% | +0.8% |
| 7D | +4.9% | -13.9% | +18.8% | +4.9% |
| 30D | +15.6% | -68.1% | +83.7% | +15.6% |
| 3M | +4.1% | -73.4% | +77.5% | +4.1% |
| 6M | +13.6% | -70.8% | +84.4% | +13.1% |
| YTD | +27.5% | -66.1% | +93.6% | +26.6% |
| 1Y | +32.2% | -77.5% | +109.7% | +32.0% |
| All | +42.1% | -97.5% | +139.7% | +65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling