+101.3%
SU vs ADVB
-97.4%
+198.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.5% | +0.4% |
| 7D | -10.2% | -4.1% | -6.1% | -10.1% |
| 30D | -6.2% | -60.3% | +54.1% | -4.5% |
| 3M | +8.7% | -73.3% | +82.0% | +11.5% |
| 6M | +7.2% | -65.9% | +73.1% | +8.5% |
| YTD | +55.9% | -63.9% | +119.8% | +56.0% |
| 1Y | +60.4% | -74.1% | +134.6% | +62.6% |
| All | +101.3% | -97.4% | +198.7% | +143.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling