+35.5%
QQQ vs ADVB
-97.5%
+133.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.2% | -2.8% | +1.4% |
| 7D | -5.0% | -13.9% | +8.9% | -4.9% |
| 30D | -13.4% | -68.1% | +54.7% | -13.0% |
| 3M | -8.1% | -73.4% | +65.3% | -7.7% |
| 6M | -5.5% | -70.8% | +65.3% | -5.9% |
| YTD | +7.2% | -66.1% | +73.3% | +5.9% |
| 1Y | +7.8% | -77.5% | +85.3% | +7.8% |
| All | +35.5% | -97.5% | +133.1% | +56.7% |
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