+121.2%
TQQQ vs ADVB
-88.8%
+210.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.5% | -0.3% |
| 7D | +4.4% | -14.0% | +18.3% | +4.5% |
| 30D | -3.1% | +41.0% | -44.1% | -3.5% |
| 3M | -5.2% | +127.9% | -133.1% | -9.7% |
| 6M | +52.4% | +101.3% | -49.0% | +41.8% |
| YTD | +37.4% | +53.8% | -16.4% | +30.1% |
| 1Y | +56.0% | +4.4% | +51.6% | +48.6% |
| All | +121.2% | -88.8% | +210.0% | +237.6% |
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