-2.7%
RSG vs ADVB
-88.8%
+86.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | -0.4% |
| 7D | -0.7% | -14.0% | +13.2% | -0.6% |
| 30D | +3.3% | +41.0% | -37.7% | +2.8% |
| 3M | +8.5% | +127.9% | -119.5% | +6.2% |
| 6M | -3.5% | +101.3% | -104.9% | -5.7% |
| YTD | +5.5% | +53.8% | -48.3% | +3.5% |
| 1Y | -1.7% | +4.4% | -6.1% | -3.4% |
| All | -2.7% | -88.8% | +86.1% | +5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling