-0.1%
ADSK vs ADVB
-97.4%
+97.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.2% | -1.2% |
| 7D | +3.1% | -4.1% | +7.2% | +3.0% |
| 30D | +10.5% | -60.3% | +70.8% | +9.1% |
| 3M | +1.6% | -73.3% | +74.9% | -0.2% |
| 6M | +6.4% | -65.9% | +72.3% | +5.8% |
| YTD | -12.1% | -63.9% | +51.7% | -12.6% |
| 1Y | -12.9% | -74.1% | +61.2% | -13.0% |
| All | -0.1% | -97.4% | +97.3% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling