+41.8%
SPOT vs ADVB
-68.6%
+110.4%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.2% | -6.1% | -1.8% |
| 7D | +1.6% | -13.9% | +15.5% | +1.4% |
| 30D | +17.6% | -68.1% | +85.7% | +16.5% |
| 3M | +26.9% | -73.4% | +100.3% | +25.7% |
| 6M | +41.8% | -70.8% | +112.6% | +39.4% |
| All | +41.8% | -68.6% | +110.4% | +39.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling