+59.7%
SU vs ADVB
-73.0%
+132.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +10.0% | -8.2% | +1.7% |
| 7D | -4.3% | +10.5% | -14.7% | -4.4% |
| 30D | -6.2% | -56.0% | +49.8% | -5.4% |
| 3M | +9.7% | -70.1% | +79.8% | +11.2% |
| 6M | +7.3% | -53.7% | +61.0% | +9.0% |
| YTD | +58.7% | -60.3% | +119.0% | +59.4% |
| 1Y | +59.7% | -73.1% | +132.9% | +62.7% |
| All | +59.7% | -73.0% | +132.8% | +62.7% |
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