+45.6%
NDAQ vs ADVB
-96.8%
+142.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -23.6% | +23.4% | -0.2% |
| 7D | +1.3% | +27.8% | -26.5% | +1.3% |
| 30D | +18.0% | -50.8% | +68.7% | +18.1% |
| 3M | +11.5% | -70.5% | +82.0% | +11.8% |
| 6M | +21.1% | -46.7% | +67.8% | +20.3% |
| YTD | +12.8% | -56.7% | +69.5% | +11.9% |
| 1Y | +25.7% | -71.8% | +97.5% | +25.8% |
| All | +45.6% | -96.8% | +142.5% | +62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling