-87.7%
ADVB vs GWRE
-23.1%
-64.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -7.8% | +4.0% | -4.8% |
| 7D | -14.0% | -25.6% | +11.6% | -17.2% |
| 30D | +41.0% | -12.2% | +53.2% | +39.3% |
| 3M | +127.9% | +17.7% | +110.2% | +137.3% |
| 6M | +101.3% | -11.3% | +112.7% | +113.7% |
| YTD | +53.8% | -25.5% | +79.3% | +67.1% |
| 1Y | +4.4% | -42.8% | +47.3% | +17.4% |
| All | -87.7% | -23.1% | -64.6% | -89.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling