+24.3%
W vs ADVB
-76.7%
+100.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -4.5% | +15.5% | +10.9% |
| 7D | +8.4% | -29.5% | +37.9% | +7.3% |
| 30D | +16.5% | -66.9% | +83.4% | +12.8% |
| 3M | +6.4% | -73.7% | +80.2% | +2.6% |
| 6M | +90.5% | -64.8% | +155.3% | +87.4% |
| YTD | +23.1% | -64.0% | +87.1% | +24.4% |
| 1Y | +24.3% | -77.0% | +101.2% | +24.9% |
| All | +24.3% | -76.7% | +100.9% | +24.9% |
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