-16.9%
XYL vs ADVB
-68.6%
+51.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.2% | -6.4% | -2.1% |
| 7D | +5.9% | -13.9% | +19.8% | +5.6% |
| 30D | -3.9% | -68.1% | +64.2% | -5.1% |
| 3M | -18.7% | -73.4% | +54.7% | -19.8% |
| 6M | -16.9% | -70.8% | +53.9% | -16.8% |
| All | -16.9% | -68.6% | +51.8% | -16.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling