+7.8%
SYY vs ADVB
-96.8%
+104.7%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -23.6% | +24.7% | +0.9% |
| 7D | +0.3% | +27.8% | -27.5% | +0.6% |
| 30D | -4.8% | -50.8% | +46.0% | -5.1% |
| 3M | -7.1% | -70.5% | +63.5% | -7.7% |
| 6M | +6.8% | -46.7% | +53.5% | +7.0% |
| YTD | +7.7% | -56.7% | +64.3% | +8.2% |
| 1Y | +5.7% | -71.8% | +77.4% | +6.6% |
| All | +7.8% | -96.8% | +104.7% | +16.9% |
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