+76.3%
TPR vs ADVB
-97.6%
+173.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -9.5% | +16.6% | +6.9% |
| 7D | +13.9% | -28.0% | +41.9% | +13.2% |
| 30D | +14.9% | -70.2% | +85.1% | +12.6% |
| 3M | -15.4% | -76.1% | +60.7% | -17.2% |
| 6M | -4.5% | -72.3% | +67.8% | -6.0% |
| YTD | +6.0% | -67.5% | +73.5% | +5.2% |
| 1Y | +24.3% | -78.6% | +102.9% | +24.0% |
| All | +76.3% | -97.6% | +173.9% | +111.7% |
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