-18.7%
ADSK vs ADVB
-88.9%
+70.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.1% | -1.7% | +2.5% |
| 7D | -10.9% | -5.9% | -5.1% | -11.0% |
| 30D | -15.9% | +13.9% | -29.8% | -15.7% |
| 3M | -4.4% | +127.3% | -131.7% | -3.1% |
| 6M | -16.6% | +77.0% | -93.6% | -15.6% |
| YTD | -28.5% | +51.5% | -80.1% | -27.5% |
| 1Y | -34.6% | -11.3% | -23.3% | -33.3% |
| All | -18.7% | -88.9% | +70.2% | -3.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling