-18.6%
NRG vs ADVB
+5.8%
-24.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.7% | +7.1% | +6.4% |
| 7D | +7.1% | -3.8% | +10.9% | +7.2% |
| 30D | -1.4% | +17.6% | -19.0% | -2.0% |
| 3M | -10.5% | +119.1% | -129.6% | -11.4% |
| 6M | -26.7% | +103.4% | -130.1% | -27.1% |
| YTD | -24.5% | +59.8% | -84.4% | -25.0% |
| 1Y | -18.6% | +8.5% | -27.1% | -20.2% |
| All | -18.6% | +5.8% | -24.4% | -20.2% |
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