-77.0%
ADVB vs TW
+20.8%
-97.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.0% | -5.6% | -4.4% |
| 7D | -29.5% | +6.0% | -35.5% | -29.0% |
| 30D | -66.9% | +18.6% | -85.4% | -66.7% |
| 3M | -73.7% | +26.5% | -100.3% | -73.7% |
| 6M | -64.8% | +13.1% | -77.9% | -65.6% |
| YTD | -64.0% | +18.5% | -82.6% | -63.5% |
| 1Y | -77.0% | +21.7% | -98.7% | -76.6% |
| All | -77.0% | +20.8% | -97.7% | -76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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