+102.8%
TER vs ADVB
-97.6%
+200.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -9.5% | -5.7% | -15.0% |
| 7D | -28.2% | -28.0% | -0.2% | -27.6% |
| 30D | -50.6% | -70.2% | +19.7% | -49.6% |
| 3M | -45.3% | -76.1% | +30.7% | -44.3% |
| 6M | -40.4% | -72.3% | +31.9% | -40.3% |
| YTD | +10.0% | -67.5% | +77.5% | +9.0% |
| 1Y | +13.6% | -78.6% | +92.2% | +14.9% |
| All | +102.8% | -97.6% | +200.4% | +113.8% |
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