+10.1%
XLY vs ADVB
-88.9%
+99.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.6% | -0.4% |
| 7D | -3.9% | -5.9% | +2.0% | -3.9% |
| 30D | -6.1% | +13.9% | -20.0% | -6.0% |
| 3M | -1.2% | +127.3% | -128.5% | -2.3% |
| 6M | -1.8% | +77.0% | -78.8% | -3.0% |
| YTD | -5.9% | +51.5% | -57.4% | -6.7% |
| 1Y | -3.1% | -11.3% | +8.2% | -3.0% |
| All | +10.1% | -88.9% | +99.0% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling