+10.2%
NRG vs ADVB
-95.9%
+106.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +42.7% | -42.1% | -0.8% |
| 7D | +21.7% | +74.2% | -52.5% | +19.4% |
| 30D | -8.1% | -35.9% | +27.8% | -7.5% |
| 3M | -18.3% | -56.4% | +38.1% | -17.2% |
| 6M | -28.0% | -36.7% | +8.7% | -28.1% |
| YTD | -37.5% | -43.3% | +5.8% | -37.7% |
| 1Y | -41.1% | -63.4% | +22.3% | -40.5% |
| All | +10.2% | -95.9% | +106.0% | +33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling