+117.4%
U vs ADVB
-97.4%
+214.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -5.0% | -2.1% |
| 7D | +24.4% | -4.1% | +28.4% | +24.4% |
| 30D | +7.4% | -60.3% | +67.6% | +7.8% |
| 3M | +16.8% | -73.3% | +90.1% | +17.3% |
| 6M | +78.8% | -65.9% | +144.7% | +75.0% |
| YTD | +14.0% | -63.9% | +77.8% | +9.9% |
| 1Y | +16.7% | -74.1% | +90.9% | +14.6% |
| All | +117.4% | -97.4% | +214.7% | +167.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling