+101.7%
SU vs ADVB
-88.8%
+190.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.8% | +4.6% | +0.9% |
| 7D | -1.0% | -14.0% | +13.0% | -0.6% |
| 30D | +13.7% | +41.0% | -27.3% | +12.7% |
| 3M | +8.0% | +127.9% | -119.9% | +5.0% |
| 6M | +21.0% | +101.3% | -80.3% | +16.8% |
| YTD | +56.2% | +53.8% | +2.5% | +51.8% |
| 1Y | +72.2% | +4.4% | +67.8% | +68.6% |
| All | +101.7% | -88.8% | +190.5% | +136.8% |
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 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