+88.6%
TGT vs ADVB
-76.7%
+165.3%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -4.5% | +10.2% | +5.6% |
| 7D | +9.5% | -29.5% | +39.0% | +9.0% |
| 30D | +6.6% | -66.9% | +73.5% | +4.9% |
| 3M | +11.0% | -73.7% | +84.7% | +8.9% |
| 6M | +29.9% | -64.8% | +94.6% | +29.3% |
| YTD | +71.4% | -64.0% | +135.5% | +72.7% |
| 1Y | +88.6% | -77.0% | +165.6% | +85.9% |
| All | +88.6% | -76.7% | +165.3% | +85.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling