-1.7%
SPGI vs ADVB
-97.6%
+95.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -9.5% | +7.6% | -1.9% |
| 7D | +2.6% | -28.0% | +30.6% | +2.6% |
| 30D | +19.3% | -70.2% | +89.5% | +19.8% |
| 3M | +15.5% | -76.1% | +91.5% | +16.1% |
| 6M | +18.3% | -72.3% | +90.6% | +18.2% |
| YTD | -3.8% | -67.5% | +63.7% | -4.1% |
| 1Y | +1.3% | -78.6% | +79.9% | +1.9% |
| All | -1.7% | -97.6% | +95.9% | +7.8% |
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