-78.6%
ADVB vs RACE
+5.8%
-84.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -2.3% | -7.2% | -11.4% |
| 7D | -28.0% | +5.7% | -33.7% | -24.7% |
| 30D | -70.2% | +9.3% | -79.5% | -67.8% |
| 3M | -76.1% | +3.8% | -79.9% | -74.9% |
| 6M | -72.3% | +29.8% | -102.1% | -66.7% |
| YTD | -67.5% | +15.6% | -83.1% | -60.0% |
| 1Y | -78.6% | +5.1% | -83.6% | -73.1% |
| All | -78.6% | +5.8% | -84.3% | -73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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