+9.3%
XYZ vs ADVB
+5.8%
+3.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | -1.0% | -3.8% | +2.8% | -1.0% |
| 30D | -1.7% | +17.6% | -19.3% | -1.3% |
| 3M | +16.7% | +119.1% | -102.4% | +18.9% |
| 6M | +26.9% | +103.4% | -76.5% | +28.0% |
| YTD | +27.1% | +59.8% | -32.7% | +29.1% |
| 1Y | +9.3% | +8.5% | +0.7% | +10.4% |
| All | +9.3% | +5.8% | +3.4% | +10.4% |
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