+42.1%
U vs ADVB
-72.7%
+114.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -23.6% | +28.8% | +4.8% |
| 7D | +2.6% | +27.8% | -25.2% | +3.1% |
| 30D | +27.6% | -50.8% | +78.3% | +26.5% |
| 3M | +15.3% | -70.5% | +85.8% | +13.3% |
| 6M | +96.4% | -46.7% | +143.1% | +91.9% |
| YTD | +19.6% | -56.7% | +76.2% | +16.2% |
| 1Y | +42.1% | -71.8% | +113.9% | +41.7% |
| All | +42.1% | -72.7% | +114.8% | +41.7% |
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 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