-77.0%
ADVB vs GWRE
-24.5%
-52.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.9% | -10.5% | -3.3% |
| 7D | -29.5% | +2.2% | -31.7% | -29.1% |
| 30D | -66.9% | +4.5% | -71.4% | -66.4% |
| 3M | -73.7% | +6.4% | -80.1% | -72.7% |
| 6M | -64.8% | +18.8% | -83.6% | -61.2% |
| YTD | -64.0% | -15.1% | -48.9% | -55.8% |
| 1Y | -77.0% | -23.4% | -53.6% | -69.5% |
| All | -77.0% | -24.5% | -52.5% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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