-7.7%
SPGI vs ADVB
-88.3%
+80.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.6% |
| 7D | +0.1% | -3.8% | +3.9% | +0.2% |
| 30D | +8.4% | +17.6% | -9.2% | +8.2% |
| 3M | +11.8% | +119.1% | -107.3% | +10.6% |
| 6M | +5.7% | +103.4% | -97.7% | +4.1% |
| YTD | -9.7% | +59.8% | -69.5% | -10.6% |
| 1Y | -12.5% | +8.5% | -21.0% | -12.8% |
| All | -7.7% | -88.3% | +80.6% | +0.5% |
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