+23.2%
TDY vs ADVB
-88.8%
+111.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.8% | +2.9% | -0.9% |
| 7D | -0.9% | -14.0% | +13.1% | -0.9% |
| 30D | -12.5% | +41.0% | -53.4% | -12.4% |
| 3M | -1.2% | +127.9% | -129.1% | -1.2% |
| 6M | -6.6% | +101.3% | -107.9% | -6.9% |
| YTD | +18.5% | +53.8% | -35.3% | +18.5% |
| 1Y | +10.8% | +4.4% | +6.3% | +11.0% |
| All | +23.2% | -88.8% | +111.9% | +37.8% |
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