+26.0%
WMT vs ADVB
-72.7%
+98.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -23.6% | +25.1% | +1.1% |
| 7D | +2.0% | +27.8% | -25.7% | +2.7% |
| 30D | +10.3% | -50.8% | +61.0% | +9.4% |
| 3M | +11.0% | -70.5% | +81.5% | +9.3% |
| 6M | -2.3% | -46.7% | +44.4% | -1.5% |
| YTD | +15.7% | -56.7% | +72.4% | +17.3% |
| 1Y | +26.0% | -71.8% | +97.7% | +23.2% |
| All | +26.0% | -72.7% | +98.6% | +23.2% |
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 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