-31.5%
XYL vs ADVB
-76.7%
+45.1%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.5% | +9.5% | +4.9% |
| 7D | +14.5% | -29.5% | +44.1% | +13.9% |
| 30D | -1.3% | -66.9% | +65.5% | -2.3% |
| 3M | -17.0% | -73.7% | +56.7% | -17.9% |
| 6M | -11.3% | -64.8% | +53.4% | -11.8% |
| YTD | -25.0% | -64.0% | +39.1% | -25.5% |
| 1Y | -31.5% | -77.0% | +45.4% | -31.4% |
| All | -31.5% | -76.7% | +45.1% | -31.4% |
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