+239.9%
W vs ADVB
-97.4%
+337.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.9% | -6.6% | -3.7% |
| 7D | +1.1% | -4.1% | +5.2% | +1.0% |
| 30D | +6.4% | -60.3% | +66.7% | +5.0% |
| 3M | +9.0% | -73.3% | +82.3% | +7.0% |
| 6M | +69.8% | -65.9% | +135.7% | +67.4% |
| YTD | +12.1% | -63.9% | +75.9% | +11.3% |
| 1Y | 0.0% | -74.1% | +74.2% | +0.3% |
| All | +239.9% | -97.4% | +337.3% | +430.5% |
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