+2.7%
T vs ADVB
-88.3%
+91.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.3% | -1.9% |
| 7D | -1.3% | -3.8% | +2.5% | -1.2% |
| 30D | +11.4% | +17.6% | -6.2% | +11.1% |
| 3M | +14.3% | +119.1% | -104.8% | +13.1% |
| 6M | -9.3% | +103.4% | -112.6% | -10.3% |
| YTD | +7.1% | +59.8% | -52.7% | +6.1% |
| 1Y | -9.1% | +8.5% | -17.6% | -9.8% |
| All | +2.7% | -88.3% | +91.0% | +6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling