-40.2%
TEAM vs ADVB
-96.8%
+56.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -23.6% | +22.1% | -1.7% |
| 7D | -2.4% | +27.8% | -30.2% | -2.1% |
| 30D | -26.7% | -50.8% | +24.1% | -27.3% |
| 3M | -9.6% | -70.5% | +60.9% | -10.9% |
| 6M | +86.0% | -46.7% | +132.8% | +78.2% |
| YTD | -7.5% | -56.7% | +49.2% | -10.9% |
| 1Y | -1.4% | -71.8% | +70.4% | -4.2% |
| All | -40.2% | -96.8% | +56.7% | -24.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling