+43.2%
NYT vs ADVB
-89.4%
+132.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.3% | +3.3% | -2.0% |
| 7D | -1.6% | -13.0% | +11.4% | -1.7% |
| 30D | +2.8% | +7.5% | -4.7% | +2.8% |
| 3M | -9.2% | +129.1% | -138.3% | -9.3% |
| 6M | -17.1% | +71.7% | -88.8% | -17.1% |
| YTD | -3.2% | +45.5% | -48.8% | -3.1% |
| 1Y | +15.7% | -2.7% | +18.4% | +15.9% |
| All | +43.2% | -89.4% | +132.6% | +57.4% |
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