+9.2%
TDY vs ADVB
-1.2%
+10.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.3% | +3.7% | -1.7% |
| 7D | -1.8% | -13.0% | +11.2% | -2.0% |
| 30D | -13.8% | +7.5% | -21.2% | -13.7% |
| 3M | -3.9% | +129.1% | -133.0% | -2.4% |
| 6M | -9.0% | +71.7% | -80.7% | -7.7% |
| YTD | +16.5% | +45.5% | -29.0% | +18.3% |
| All | +9.2% | -1.2% | +10.4% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling