+240.3%
TER vs ADVB
-88.3%
+328.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.2% | +5.5% |
| 7D | +0.6% | -3.8% | +4.4% | +0.6% |
| 30D | -8.3% | +17.6% | -25.8% | -8.5% |
| 3M | -12.2% | +119.1% | -131.3% | -15.0% |
| 6M | +17.1% | +103.4% | -86.3% | +12.4% |
| YTD | +84.7% | +59.8% | +24.8% | +78.8% |
| 1Y | +199.9% | +8.5% | +191.4% | +192.5% |
| All | +240.3% | -88.3% | +328.6% | +250.9% |
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