-87.2%
ADVB vs RRC
+15.8%
-103.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.3% |
| 7D | -3.8% | +1.3% | -5.1% | -4.2% |
| 30D | +17.6% | +10.1% | +7.4% | +13.5% |
| 3M | +119.1% | +4.0% | +115.1% | +115.5% |
| 6M | +103.4% | +1.6% | +101.8% | +99.7% |
| YTD | +59.8% | +19.7% | +40.1% | +46.2% |
| 1Y | +8.5% | +21.4% | -12.9% | -3.2% |
| All | -87.2% | +15.8% | -103.0% | -89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling