+90.2%
NUE vs ADVB
-97.5%
+187.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.2% | -4.5% | -0.3% |
| 7D | -10.6% | -13.9% | +3.4% | -10.5% |
| 30D | -0.6% | -68.1% | +67.5% | -0.2% |
| 3M | -9.7% | -73.4% | +63.7% | -9.3% |
| 6M | +5.1% | -70.8% | +75.9% | +5.4% |
| YTD | +51.4% | -66.1% | +117.5% | +50.5% |
| 1Y | +71.3% | -77.5% | +148.8% | +71.6% |
| All | +90.2% | -97.5% | +187.7% | +113.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling