+34.3%
SPY vs ADVB
-96.8%
+131.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -23.6% | +23.2% | -0.2% |
| 7D | +2.6% | +27.8% | -25.2% | +2.4% |
| 30D | -2.0% | -50.8% | +48.8% | -1.8% |
| 3M | -2.8% | -70.5% | +67.7% | -2.4% |
| 6M | +2.1% | -46.7% | +48.9% | +1.2% |
| YTD | +11.5% | -56.7% | +68.2% | +10.2% |
| 1Y | +13.5% | -71.8% | +85.2% | +13.4% |
| All | +34.3% | -96.8% | +131.1% | +51.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling