-96.5%
ADVB vs RVTY
+39.4%
-135.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.6% | -1.7% | -21.9% | -23.5% |
| 7D | +27.8% | -0.5% | +28.2% | +27.8% |
| 30D | -50.8% | +1.5% | -52.3% | -50.6% |
| 3M | -70.5% | +31.5% | -102.0% | -70.1% |
| 6M | -46.7% | +62.7% | -109.4% | -46.4% |
| YTD | -56.7% | +60.0% | -116.6% | -56.2% |
| 1Y | -71.8% | +65.7% | -137.5% | -71.5% |
| All | -96.5% | +39.4% | -135.9% | -96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 5y: compounded portfolio wealth divided by compounded RVTY 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…
5y analysis · Full analysis span regression · 6 months rolling