-97.2%
ADVB vs RRC
+35.0%
-132.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.3% | +3.5% |
| 7D | -1.2% | -10.3% | +9.1% | +1.6% |
| 30D | -61.4% | +19.5% | -80.9% | -63.9% |
| 3M | -67.8% | +27.9% | -95.7% | -70.7% |
| 6M | -66.9% | +21.2% | -88.0% | -69.3% |
| YTD | -64.9% | +39.6% | -104.5% | -69.7% |
| 1Y | -74.8% | +31.3% | -106.0% | -77.5% |
| All | -97.2% | +35.0% | -132.2% | -97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling