-5.4%
RMD vs ADVB
-73.6%
+68.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -0.7% |
| 7D | +3.1% | -4.1% | +7.2% | +3.1% |
| 30D | +1.8% | -60.3% | +62.0% | +1.6% |
| 3M | +6.7% | -73.3% | +80.0% | +6.5% |
| 6M | +13.9% | -65.9% | +79.8% | +14.1% |
| YTD | -2.0% | -63.9% | +61.9% | -2.0% |
| 1Y | -5.4% | -74.1% | +68.7% | -3.5% |
| All | -5.4% | -73.6% | +68.2% | -3.5% |
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 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