-41.2%
NOW vs ADVB
-97.5%
+56.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | -0.4% |
| 7D | -3.0% | -13.9% | +10.9% | -2.9% |
| 30D | -26.0% | -68.1% | +42.1% | -26.1% |
| 3M | -13.1% | -73.4% | +60.3% | -13.2% |
| 6M | +14.5% | -70.8% | +85.3% | +11.8% |
| YTD | -33.4% | -66.1% | +32.7% | -35.4% |
| 1Y | -40.6% | -77.5% | +36.9% | -41.5% |
| All | -41.2% | -97.5% | +56.3% | -29.7% |
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