-24.4%
TEAM vs ADVB
-88.3%
+64.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.6% |
| 7D | -0.4% | -3.8% | +3.3% | -0.5% |
| 30D | +67.3% | +17.6% | +49.7% | +68.0% |
| 3M | +86.8% | +119.1% | -32.4% | +82.3% |
| 6M | +146.8% | +103.4% | +43.4% | +139.2% |
| YTD | +16.9% | +59.8% | -42.9% | +14.4% |
| 1Y | +12.8% | +8.5% | +4.2% | +9.9% |
| All | -24.4% | -88.3% | +64.0% | -2.9% |
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