+20.7%
XLK vs ADVB
-76.7%
+97.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | 0.0% |
| 7D | -7.6% | -29.5% | +21.9% | -7.6% |
| 30D | -12.2% | -66.9% | +54.7% | -12.5% |
| 3M | -5.5% | -73.7% | +68.3% | -5.9% |
| 6M | +9.2% | -64.8% | +73.9% | +8.5% |
| YTD | +23.0% | -64.0% | +87.1% | +22.3% |
| 1Y | +20.7% | -77.0% | +97.7% | +23.9% |
| All | +20.7% | -76.7% | +97.4% | +23.9% |
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