+61.9%
ON vs ADVB
-96.8%
+158.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -23.6% | +19.9% | -3.1% |
| 7D | +12.2% | +27.8% | -15.5% | +11.6% |
| 30D | -3.1% | -50.8% | +47.6% | -2.7% |
| 3M | -12.9% | -70.5% | +57.6% | -12.2% |
| 6M | -38.6% | -46.7% | +8.1% | -39.5% |
| YTD | +31.2% | -56.7% | +87.9% | +28.5% |
| 1Y | +47.6% | -71.8% | +119.4% | +48.1% |
| All | +61.9% | -96.8% | +158.8% | +108.5% |
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