+108.0%
TER vs ADVB
-97.5%
+205.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.2% | -1.6% | +2.5% |
| 7D | -20.5% | -13.9% | -6.6% | -20.1% |
| 30D | -47.0% | -68.1% | +21.1% | -46.1% |
| 3M | -43.3% | -73.4% | +30.1% | -42.3% |
| 6M | -42.9% | -70.8% | +27.9% | -42.9% |
| YTD | +12.9% | -66.1% | +79.0% | +11.7% |
| 1Y | +18.2% | -77.5% | +95.7% | +19.3% |
| All | +108.0% | -97.5% | +205.5% | +119.1% |
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