-40.7%
NOW vs ADVB
-74.4%
+33.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.8% | +0.8% |
| 7D | -3.1% | -1.2% | -1.9% | -3.1% |
| 30D | -27.0% | -61.4% | +34.3% | -28.2% |
| 3M | -17.7% | -67.8% | +50.1% | -19.1% |
| 6M | +12.7% | -66.9% | +79.6% | +7.9% |
| YTD | -32.9% | -64.9% | +32.0% | -34.7% |
| All | -40.7% | -74.4% | +33.7% | -41.2% |
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