-87.7%
ADVB vs TW
-21.6%
-66.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.0% | -0.8% | -3.4% |
| 7D | -14.0% | -3.5% | -10.5% | -13.5% |
| 30D | +41.0% | +0.5% | +40.5% | +41.1% |
| 3M | +127.9% | +4.9% | +123.0% | +128.3% |
| 6M | +101.3% | -17.1% | +118.5% | +100.8% |
| YTD | +53.8% | -3.9% | +57.6% | +53.5% |
| 1Y | +4.4% | -13.3% | +17.7% | +8.1% |
| All | -87.7% | -21.6% | -66.1% | -89.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling