-87.2%
ADVB vs TW
-19.1%
-68.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | -3.8% | -2.3% | -1.4% | -3.4% |
| 30D | +17.6% | +3.9% | +13.6% | +17.1% |
| 3M | +119.1% | +5.7% | +113.4% | +118.5% |
| 6M | +103.4% | -14.5% | +117.9% | +101.9% |
| YTD | +59.8% | -0.9% | +60.7% | +58.8% |
| 1Y | +8.5% | -13.5% | +22.1% | +13.6% |
| All | -87.2% | -19.1% | -68.1% | -88.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling