+11.2%
SPY vs ADVB
-73.6%
+84.9%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -0.4% |
| 7D | -0.6% | -4.1% | +3.5% | -0.6% |
| 30D | -3.7% | -60.3% | +56.6% | -4.0% |
| 3M | -2.7% | -73.3% | +70.6% | -3.2% |
| 6M | +2.2% | -65.9% | +68.1% | +1.7% |
| YTD | +10.8% | -63.9% | +74.7% | +10.3% |
| 1Y | +11.2% | -74.1% | +85.4% | +12.4% |
| All | +11.2% | -73.6% | +84.9% | +12.4% |
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 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