+35.5%
WMT vs ADVB
-95.9%
+131.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +42.7% | -42.3% | +0.7% |
| 7D | -1.2% | +74.2% | -75.4% | -0.7% |
| 30D | +12.4% | -35.9% | +48.2% | +12.3% |
| 3M | +9.0% | -56.4% | +65.5% | +8.8% |
| 6M | -3.0% | -36.7% | +33.8% | -2.9% |
| YTD | +14.0% | -43.3% | +57.3% | +14.2% |
| 1Y | +23.0% | -63.4% | +86.4% | +24.1% |
| All | +35.5% | -95.9% | +131.3% | +55.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling