+58.4%
XLK vs ADVB
-97.4%
+155.7%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -1.2% |
| 7D | -4.3% | -4.1% | -0.2% | -4.3% |
| 30D | -15.0% | -60.3% | +45.2% | -14.5% |
| 3M | -9.2% | -73.3% | +64.1% | -8.6% |
| 6M | -3.5% | -65.9% | +62.4% | -3.9% |
| YTD | +17.7% | -63.9% | +81.6% | +16.5% |
| 1Y | +14.9% | -74.1% | +89.0% | +14.8% |
| All | +58.4% | -97.4% | +155.7% | +85.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling