+128.0%
U vs ADVB
-96.8%
+224.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -23.6% | +28.8% | +5.3% |
| 7D | +2.6% | +27.8% | -25.2% | +2.4% |
| 30D | +27.6% | -50.8% | +78.3% | +27.9% |
| 3M | +15.3% | -70.5% | +85.8% | +15.7% |
| 6M | +96.4% | -46.7% | +143.1% | +90.6% |
| YTD | +19.6% | -56.7% | +76.2% | +15.1% |
| 1Y | +42.1% | -71.8% | +113.9% | +40.2% |
| All | +128.0% | -96.8% | +224.9% | +180.1% |
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 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