-31.9%
ADSK vs ADVB
+5.8%
-37.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.7% | -7.6% | -8.3% |
| 7D | -16.4% | -3.8% | -12.6% | -16.5% |
| 30D | -9.2% | +17.6% | -26.8% | -8.7% |
| 3M | -6.7% | +119.1% | -125.9% | -3.9% |
| 6M | -15.5% | +103.4% | -118.9% | -12.8% |
| YTD | -26.4% | +59.8% | -86.2% | -23.9% |
| 1Y | -31.9% | +8.5% | -40.4% | -29.7% |
| All | -31.9% | +5.8% | -37.7% | -29.7% |
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