+24.2%
V vs ADVB
-97.6%
+121.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -9.5% | +6.3% | -3.2% |
| 7D | +2.9% | -28.0% | +31.0% | +3.1% |
| 30D | +14.0% | -70.2% | +84.2% | +14.8% |
| 3M | +14.9% | -76.1% | +90.9% | +15.8% |
| 6M | +31.7% | -72.3% | +104.0% | +31.3% |
| YTD | +21.2% | -67.5% | +88.7% | +19.8% |
| 1Y | +25.3% | -78.6% | +103.8% | +25.5% |
| All | +24.2% | -97.6% | +121.8% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling