-49.7%
NRG vs ADVB
-76.7%
+27.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -4.5% | -9.0% | -13.4% |
| 7D | -13.7% | -29.5% | +15.8% | -12.9% |
| 30D | -13.6% | -66.9% | +53.3% | -11.2% |
| 3M | -28.5% | -73.7% | +45.2% | -26.3% |
| 6M | -45.8% | -64.8% | +19.0% | -44.5% |
| YTD | -46.9% | -64.0% | +17.1% | -45.6% |
| 1Y | -49.7% | -77.0% | +27.3% | -46.0% |
| All | -49.7% | -76.7% | +27.0% | -46.0% |
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 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