+12.3%
QQQ vs ADVB
-76.7%
+88.9%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.5% | +5.5% | +1.0% |
| 7D | -4.6% | -29.5% | +24.9% | -4.7% |
| 30D | -8.5% | -66.9% | +58.4% | -9.0% |
| 3M | -4.3% | -73.7% | +69.4% | -4.9% |
| 6M | +3.1% | -64.8% | +67.8% | +2.2% |
| YTD | +13.0% | -64.0% | +77.1% | +12.1% |
| 1Y | +12.3% | -77.0% | +89.2% | +15.0% |
| All | +12.3% | -76.7% | +88.9% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling