-53.3%
Z vs ADVB
-88.3%
+35.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.1% |
| 7D | -3.0% | -3.8% | +0.8% | -3.0% |
| 30D | -4.2% | +17.6% | -21.8% | -4.0% |
| 3M | -3.7% | +119.1% | -122.8% | -3.6% |
| 6M | -24.5% | +103.4% | -127.9% | -25.1% |
| YTD | -49.3% | +59.8% | -109.1% | -49.2% |
| 1Y | -58.7% | +8.5% | -67.2% | -58.3% |
| All | -53.3% | -88.3% | +35.0% | -40.3% |
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