-10.3%
T vs ADVB
-95.9%
+85.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +42.7% | -43.0% | -0.9% |
| 7D | +1.6% | +74.2% | -72.6% | +0.8% |
| 30D | -2.9% | -35.9% | +32.9% | -2.5% |
| 3M | -7.5% | -56.4% | +48.9% | -6.7% |
| 6M | -9.9% | -36.7% | +26.8% | -9.8% |
| YTD | -6.4% | -43.3% | +36.9% | -6.3% |
| 1Y | -9.4% | -63.4% | +54.0% | -8.9% |
| All | -10.3% | -95.9% | +85.6% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling