+104.8%
SU vs ADVB
-88.9%
+193.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -0.2% |
| 7D | +1.7% | -5.9% | +7.5% | +1.8% |
| 30D | +9.6% | +13.9% | -4.3% | +9.2% |
| 3M | +11.7% | +127.3% | -115.6% | +8.6% |
| 6M | +21.9% | +77.0% | -55.1% | +18.3% |
| YTD | +58.6% | +51.5% | +7.1% | +54.2% |
| 1Y | +66.5% | -11.3% | +77.8% | +64.7% |
| All | +104.8% | -88.9% | +193.8% | +140.5% |
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 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