+57.1%
NYT vs ADVB
-96.8%
+154.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -23.6% | +25.5% | +1.7% |
| 7D | +6.5% | +27.8% | -21.3% | +6.7% |
| 30D | +8.4% | -50.8% | +59.2% | +8.1% |
| 3M | +13.9% | -70.5% | +84.5% | +13.3% |
| 6M | -4.8% | -46.7% | +41.9% | -5.3% |
| YTD | +6.2% | -56.7% | +62.8% | +5.7% |
| 1Y | +14.3% | -71.8% | +86.0% | +14.0% |
| All | +57.1% | -96.8% | +154.0% | +71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling