-0.3%
ADSK vs ADVB
-95.9%
+95.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +42.7% | -42.9% | +0.6% |
| 7D | -3.6% | +74.2% | -77.8% | -2.5% |
| 30D | +12.6% | -35.9% | +48.5% | +12.3% |
| 3M | +4.0% | -56.4% | +60.4% | +3.2% |
| 6M | +10.5% | -36.7% | +47.2% | +10.8% |
| YTD | -12.3% | -43.3% | +31.0% | -12.0% |
| 1Y | -14.0% | -63.4% | +49.4% | -13.1% |
| All | -0.3% | -95.9% | +95.5% | +16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling