+238.1%
W vs ADVB
-96.8%
+335.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -23.6% | +24.0% | 0.0% |
| 7D | +0.2% | +27.8% | -27.6% | +0.7% |
| 30D | +6.8% | -50.8% | +57.6% | +6.0% |
| 3M | +10.7% | -70.5% | +81.2% | +9.0% |
| 6M | +86.3% | -46.7% | +133.1% | +84.7% |
| YTD | +11.5% | -56.7% | +68.1% | +11.2% |
| 1Y | +5.1% | -71.8% | +76.9% | +6.2% |
| All | +238.1% | -96.8% | +335.0% | +430.1% |
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 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