+72.0%
SU vs ADVB
-3.0%
+75.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.3% | +7.0% | +1.7% |
| 7D | +1.6% | -13.0% | +14.6% | +1.8% |
| 30D | +10.7% | +7.5% | +3.3% | +10.6% |
| 3M | +13.5% | +129.1% | -115.6% | +13.0% |
| 6M | +21.8% | +71.7% | -49.9% | +21.2% |
| YTD | +58.8% | +45.5% | +13.3% | +57.6% |
| 1Y | +72.0% | -2.7% | +74.8% | +68.8% |
| All | +72.0% | -3.0% | +75.0% | +68.8% |
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