+14.1%
XYZ vs ADVB
-79.1%
+93.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.5% | +5.4% | -4.3% |
| 7D | +9.2% | -28.0% | +37.2% | +8.6% |
| 30D | +9.8% | -70.2% | +80.0% | +7.5% |
| 3M | -0.2% | -76.1% | +75.9% | -2.6% |
| 6M | +18.0% | -72.3% | +90.3% | +15.6% |
| YTD | +29.1% | -67.5% | +96.6% | +27.5% |
| 1Y | +14.1% | -78.6% | +92.7% | +19.6% |
| All | +14.1% | -79.1% | +93.2% | +19.6% |
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