-97.2%
ADVB vs TW
-2.4%
-94.8%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.5% |
| 7D | -1.2% | +3.4% | -4.6% | -1.2% |
| 30D | -61.4% | +15.5% | -76.9% | -61.7% |
| 3M | -67.8% | +25.1% | -93.0% | -68.4% |
| 6M | -66.9% | +18.2% | -85.1% | -67.5% |
| YTD | -64.9% | +19.7% | -84.6% | -65.6% |
| 1Y | -74.8% | +18.1% | -92.9% | -75.2% |
| All | -97.2% | -2.4% | -94.8% | -97.5% |
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