+103.5%
NET vs ADVB
-97.4%
+200.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.5% | +2.0% | -2.5% |
| 7D | -16.4% | -29.5% | +13.2% | -16.1% |
| 30D | -25.8% | -66.9% | +41.0% | -25.3% |
| 3M | -11.5% | -73.7% | +62.2% | -10.9% |
| 6M | +18.9% | -64.8% | +83.7% | +18.6% |
| YTD | +35.2% | -64.0% | +99.3% | +33.8% |
| 1Y | +14.5% | -77.0% | +91.4% | +13.1% |
| All | +103.5% | -97.4% | +200.8% | +146.0% |
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