+66.1%
XOM vs ADVB
-96.8%
+163.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -23.6% | +24.0% | +0.8% |
| 7D | +2.8% | +27.8% | -24.9% | +2.4% |
| 30D | -3.6% | -50.8% | +47.2% | -3.1% |
| 3M | +8.2% | -70.5% | +78.8% | +9.6% |
| 6M | +14.0% | -46.7% | +60.8% | +14.5% |
| YTD | +44.6% | -56.7% | +101.3% | +44.8% |
| 1Y | +47.8% | -71.8% | +119.5% | +49.1% |
| All | +66.1% | -96.8% | +163.0% | +84.2% |
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