+10.2%
XLF vs ADVB
-61.6%
+71.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +42.7% | -43.4% | -0.6% |
| 7D | +1.2% | +74.2% | -73.0% | +1.4% |
| 30D | +6.2% | -35.9% | +42.0% | +6.2% |
| 3M | +0.9% | -56.4% | +57.3% | +0.9% |
| 6M | +13.6% | -36.7% | +50.4% | +13.0% |
| YTD | +7.6% | -43.3% | +50.9% | +7.6% |
| 1Y | +10.2% | -63.4% | +73.6% | +12.9% |
| All | +10.2% | -61.6% | +71.8% | +12.9% |
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