-25.6%
XYL vs ADVB
-95.9%
+70.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +42.7% | -43.8% | -0.5% |
| 7D | -6.0% | +74.2% | -80.2% | -5.1% |
| 30D | -8.3% | -35.9% | +27.6% | -8.2% |
| 3M | -22.6% | -56.4% | +33.9% | -22.7% |
| 6M | -15.0% | -36.7% | +21.7% | -14.7% |
| YTD | -30.2% | -43.3% | +13.1% | -29.7% |
| 1Y | -36.4% | -63.4% | +27.0% | -36.0% |
| All | -25.6% | -95.9% | +70.2% | -19.5% |
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