+47.7%
NDAQ vs ADVB
-97.4%
+145.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | +1.4% |
| 7D | +2.9% | -4.1% | +6.9% | +2.8% |
| 30D | +17.5% | -60.3% | +77.7% | +17.5% |
| 3M | +15.4% | -73.3% | +88.8% | +15.6% |
| 6M | +24.6% | -65.9% | +90.5% | +23.9% |
| YTD | +14.4% | -63.9% | +78.3% | +13.4% |
| 1Y | +26.9% | -74.1% | +101.1% | +26.7% |
| All | +47.7% | -97.4% | +145.1% | +64.7% |
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