+40.3%
QQQ vs ADVB
-97.4%
+137.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.5% | 0.0% | +3.5% |
| 7D | -0.3% | -1.2% | +0.9% | -0.2% |
| 30D | -9.6% | -61.4% | +51.8% | -9.2% |
| 3M | -5.9% | -67.8% | +61.9% | -5.6% |
| 6M | -4.3% | -66.9% | +62.6% | -4.8% |
| YTD | +11.0% | -64.9% | +75.9% | +9.7% |
| 1Y | +11.9% | -74.8% | +86.7% | +11.6% |
| All | +40.3% | -97.4% | +137.8% | +62.2% |
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