-23.3%
NRG vs ADVB
-3.0%
-20.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.3% | +1.8% | -3.4% |
| 7D | +3.9% | -13.0% | +16.9% | +4.2% |
| 30D | -3.0% | +7.5% | -10.4% | -3.2% |
| 3M | -10.9% | +129.1% | -140.0% | -11.6% |
| 6M | -25.3% | +71.7% | -97.0% | -25.7% |
| YTD | -26.8% | +45.5% | -72.4% | -27.1% |
| 1Y | -23.3% | -2.7% | -20.5% | -24.5% |
| All | -23.3% | -3.0% | -20.3% | -24.5% |
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