-18.5%
NOW vs ADVB
-88.3%
+69.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -3.0% |
| 7D | -2.4% | -3.8% | +1.4% | -2.4% |
| 30D | +20.5% | +17.6% | +2.9% | +20.7% |
| 3M | +18.3% | +119.1% | -100.8% | +15.9% |
| 6M | +24.1% | +103.4% | -79.3% | +19.4% |
| YTD | -7.8% | +59.8% | -67.6% | -10.3% |
| 1Y | -21.4% | +8.5% | -29.9% | -23.0% |
| All | -18.5% | -88.3% | +69.8% | -2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling