-71.8%
ADVB vs RRC
+36.3%
-108.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.6% | +0.7% | -24.3% | -23.7% |
| 7D | +27.8% | +6.4% | +21.4% | +26.3% |
| 30D | -50.8% | +23.9% | -74.7% | -53.1% |
| 3M | -70.5% | +30.2% | -100.7% | -72.6% |
| 6M | -46.7% | +26.3% | -73.0% | -50.1% |
| YTD | -56.7% | +48.1% | -104.8% | -63.2% |
| 1Y | -71.8% | +37.7% | -109.4% | -74.1% |
| All | -71.8% | +36.3% | -108.0% | -74.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling