+43.8%
NYT vs ADVB
-89.8%
+133.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.5% | +7.9% | +0.4% |
| 7D | -0.6% | -12.3% | +11.7% | -0.7% |
| 30D | +4.6% | +7.8% | -3.2% | +4.7% |
| 3M | -9.6% | +104.2% | -113.8% | -9.7% |
| 6M | -14.0% | +58.1% | -72.1% | -14.0% |
| YTD | -2.8% | +40.2% | -43.1% | -2.8% |
| 1Y | +15.6% | -16.1% | +31.7% | +15.9% |
| All | +43.8% | -89.8% | +133.6% | +58.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling