+7.0%
WMT vs ADVB
+5.8%
+1.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.2% |
| 7D | +3.9% | -3.8% | +7.7% | +3.9% |
| 30D | -4.4% | +17.6% | -22.0% | -4.1% |
| 3M | -8.8% | +119.1% | -127.9% | -7.0% |
| 6M | -15.6% | +103.4% | -119.0% | -13.1% |
| YTD | -3.2% | +59.8% | -63.1% | -0.7% |
| 1Y | +7.0% | +8.5% | -1.5% | +9.3% |
| All | +7.0% | +5.8% | +1.2% | +9.3% |
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