+3.3%
NDAQ vs ADVB
+15.2%
-12.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.9% |
| 7D | -2.4% | -3.8% | +1.3% | -2.4% |
| 30D | +2.5% | +17.6% | -15.1% | +2.4% |
| 3M | +9.9% | +119.1% | -109.2% | +10.2% |
| 6M | +9.4% | +103.4% | -93.9% | +9.2% |
| YTD | +0.4% | +59.8% | -59.4% | +0.4% |
| All | +3.3% | +15.2% | -12.0% | +3.7% |
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 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