+74.5%
TPR vs ADVB
-97.5%
+172.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.2% | -5.2% | -0.9% |
| 7D | +14.2% | -13.9% | +28.1% | +13.9% |
| 30D | +17.1% | -68.1% | +85.2% | +14.9% |
| 3M | -17.7% | -73.4% | +55.7% | -19.4% |
| 6M | -10.2% | -70.8% | +60.6% | -11.5% |
| YTD | +4.9% | -66.1% | +71.0% | +4.2% |
| 1Y | +36.1% | -77.5% | +113.6% | +35.9% |
| All | +74.5% | -97.5% | +172.0% | +109.7% |
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