-36.5%
ADSK vs ADVB
-3.0%
-33.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.3% | +2.7% | -2.8% |
| 7D | -14.5% | -13.0% | -1.5% | -14.8% |
| 30D | -19.3% | +7.5% | -26.8% | -19.1% |
| 3M | -7.8% | +129.1% | -136.9% | -4.9% |
| 6M | -20.8% | +71.7% | -92.5% | -18.4% |
| YTD | -30.2% | +45.5% | -75.7% | -28.0% |
| 1Y | -36.5% | -2.7% | -33.7% | -34.8% |
| All | -36.5% | -3.0% | -33.5% | -34.8% |
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