-95.5%
ADVB vs TW
+0.2%
-95.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +42.7% | +0.8% | +41.9% | +42.6% |
| 7D | +74.2% | +3.2% | +71.0% | +74.2% |
| 30D | -35.9% | +19.7% | -55.5% | -36.4% |
| 3M | -56.4% | +26.8% | -83.3% | -57.1% |
| 6M | -36.7% | +20.9% | -57.6% | -37.9% |
| YTD | -43.3% | +22.9% | -66.2% | -44.4% |
| 1Y | -63.4% | +20.4% | -83.7% | -64.0% |
| All | -95.5% | +0.2% | -95.7% | -96.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling