+122.3%
U vs ADVB
-97.5%
+219.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.2% | +1.3% | +5.5% |
| 7D | +36.6% | -13.9% | +50.5% | +36.7% |
| 30D | +13.3% | -68.1% | +81.4% | +13.9% |
| 3M | +26.2% | -73.4% | +99.6% | +26.7% |
| 6M | +88.7% | -70.8% | +159.5% | +85.1% |
| YTD | +16.6% | -66.1% | +82.7% | +12.4% |
| 1Y | +29.0% | -77.5% | +106.5% | +27.3% |
| All | +122.3% | -97.5% | +219.8% | +173.6% |
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