-18.5%
ADSK vs ADVB
-88.8%
+70.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.8% | +1.2% | -2.7% |
| 7D | -14.3% | -14.0% | -0.3% | -14.5% |
| 30D | -14.8% | +41.0% | -55.8% | -14.2% |
| 3M | -5.7% | +127.9% | -133.6% | -4.4% |
| 6M | -18.7% | +101.3% | -120.0% | -17.8% |
| YTD | -28.3% | +53.8% | -82.1% | -27.3% |
| 1Y | -35.1% | +4.4% | -39.5% | -34.0% |
| All | -18.5% | -88.8% | +70.3% | -3.4% |
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