-97.4%
ADVB vs RRC
+38.7%
-136.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -3.7% | -5.9% | -8.6% |
| 7D | -28.0% | -6.9% | -21.2% | -26.7% |
| 30D | -70.2% | +25.4% | -95.6% | -72.6% |
| 3M | -76.1% | +31.9% | -108.0% | -78.3% |
| 6M | -72.3% | +17.2% | -89.5% | -74.0% |
| YTD | -67.5% | +43.4% | -110.9% | -72.1% |
| 1Y | -78.6% | +36.7% | -115.3% | -81.1% |
| All | -97.4% | +38.7% | -136.1% | -98.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling