+22.4%
XLP vs ADVB
-77.7%
+100.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.2% | -5.5% | -1.2% |
| 7D | +0.7% | -13.9% | +14.7% | +0.6% |
| 30D | +10.3% | -68.1% | +78.4% | +9.4% |
| 3M | +6.5% | -73.4% | +79.9% | +5.7% |
| 6M | +8.4% | -70.8% | +79.2% | +8.2% |
| YTD | +18.2% | -66.1% | +84.3% | +18.8% |
| 1Y | +22.4% | -77.5% | +99.9% | +22.4% |
| All | +22.4% | -77.7% | +100.1% | +22.4% |
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