+10.1%
ADSK vs ADVB
-60.4%
+70.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.0% | -10.0% | +0.3% |
| 7D | -3.7% | +10.5% | -14.2% | -3.3% |
| 30D | +11.3% | -56.0% | +67.4% | +8.8% |
| 3M | +3.3% | -70.1% | +73.5% | 0.0% |
| 6M | +10.1% | -53.7% | +63.8% | +12.1% |
| All | +10.1% | -60.4% | +70.6% | +12.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling