-97.4%
ADVB vs RACE
-3.4%
-94.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -2.3% | -7.2% | -9.9% |
| 7D | -28.0% | +5.7% | -33.7% | -27.2% |
| 30D | -70.2% | +9.3% | -79.5% | -69.7% |
| 3M | -76.1% | +3.8% | -79.9% | -75.8% |
| 6M | -72.3% | +29.8% | -102.1% | -72.6% |
| YTD | -67.5% | +15.6% | -83.1% | -66.7% |
| 1Y | -78.6% | +5.1% | -83.6% | -76.9% |
| All | -97.4% | -3.4% | -94.0% | -97.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling