+48.2%
QQQ vs ADVB
-88.8%
+137.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | -0.1% |
| 7D | +1.5% | -14.0% | +15.5% | +1.6% |
| 30D | -0.6% | +41.0% | -41.6% | -0.8% |
| 3M | +0.4% | +127.9% | -127.5% | -1.2% |
| 6M | +20.1% | +101.3% | -81.3% | +17.3% |
| YTD | +17.2% | +53.8% | -36.6% | +15.2% |
| 1Y | +24.7% | +4.4% | +20.3% | +22.9% |
| All | +48.2% | -88.8% | +137.0% | +70.5% |
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 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