-53.6%
Z vs ADVB
-76.7%
+23.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -4.5% | +14.0% | +9.2% |
| 7D | +10.2% | -29.5% | +39.7% | +8.8% |
| 30D | +23.7% | -66.9% | +90.6% | +19.1% |
| 3M | -6.6% | -73.7% | +67.2% | -10.6% |
| 6M | -23.0% | -64.8% | +41.8% | -23.7% |
| YTD | -50.3% | -64.0% | +13.7% | -50.0% |
| 1Y | -53.6% | -77.0% | +23.4% | -51.9% |
| All | -53.6% | -76.7% | +23.1% | -51.9% |
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