-27.3%
SPOT vs ADVB
-3.0%
-24.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.3% | +4.3% | -1.0% |
| 7D | -6.5% | -13.0% | +6.5% | -6.5% |
| 30D | +2.2% | +7.5% | -5.3% | +2.1% |
| 3M | +5.4% | +129.1% | -123.7% | +4.4% |
| 6M | -4.0% | +71.7% | -75.7% | -5.5% |
| YTD | -9.9% | +45.5% | -55.5% | -11.2% |
| 1Y | -27.3% | -2.7% | -24.5% | -27.6% |
| All | -27.3% | -3.0% | -24.3% | -27.6% |
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