+116.7%
U vs ADVB
-95.9%
+212.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +42.7% | -41.6% | +0.9% |
| 7D | +2.8% | +74.2% | -71.4% | +2.6% |
| 30D | +7.6% | -35.9% | +43.5% | +7.9% |
| 3M | +12.7% | -56.4% | +69.1% | +13.0% |
| 6M | +87.0% | -36.7% | +123.7% | +81.9% |
| YTD | +13.6% | -43.3% | +56.9% | +9.3% |
| 1Y | +25.3% | -63.4% | +88.7% | +23.7% |
| All | +116.7% | -95.9% | +212.5% | +166.1% |
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