-41.0%
NOW vs ADVB
-97.6%
+56.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -9.5% | +3.6% | -5.9% |
| 7D | -6.7% | -28.0% | +21.4% | -6.5% |
| 30D | -25.8% | -70.2% | +44.4% | -25.9% |
| 3M | -12.7% | -76.1% | +63.4% | -12.8% |
| 6M | +11.2% | -72.3% | +83.6% | +8.7% |
| YTD | -33.2% | -67.5% | +34.3% | -35.2% |
| 1Y | -41.8% | -78.6% | +36.7% | -42.6% |
| All | -41.0% | -97.6% | +56.7% | -29.4% |
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