+43.8%
NDAQ vs ADVB
-97.5%
+141.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.2% | -3.9% | +0.3% |
| 7D | +0.8% | -13.9% | +14.8% | +0.8% |
| 30D | +16.5% | -68.1% | +84.6% | +16.6% |
| 3M | +13.5% | -73.4% | +86.9% | +13.6% |
| 6M | +20.9% | -70.8% | +91.7% | +20.3% |
| YTD | +11.4% | -66.1% | +77.5% | +10.4% |
| 1Y | +25.9% | -77.5% | +103.4% | +25.9% |
| All | +43.8% | -97.5% | +141.3% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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