+26.5%
NDAQ vs ADVB
-73.0%
+99.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.0% | -10.3% | -0.2% |
| 7D | 0.0% | +10.5% | -10.5% | +0.1% |
| 30D | +16.3% | -56.0% | +72.3% | +15.8% |
| 3M | +15.8% | -70.1% | +86.0% | +15.2% |
| 6M | +24.8% | -53.7% | +78.5% | +24.2% |
| YTD | +14.1% | -60.3% | +74.3% | +13.8% |
| 1Y | +26.5% | -73.1% | +99.7% | +28.4% |
| All | +26.5% | -73.0% | +99.5% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling