-8.3%
TENB vs ADVB
-88.3%
+80.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | -9.1% | -3.8% | -5.3% | -9.1% |
| 30D | -4.9% | +17.6% | -22.4% | -4.8% |
| 3M | +16.9% | +119.1% | -102.2% | +17.4% |
| 6M | +68.0% | +103.4% | -35.4% | +67.3% |
| YTD | +45.6% | +59.8% | -14.3% | +45.6% |
| 1Y | +12.7% | +8.5% | +4.2% | +12.9% |
| All | -8.3% | -88.3% | +80.1% | +4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling