+16.8%
AWK vs ADVB
-61.6%
+78.4%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +42.7% | -44.1% | -1.2% |
| 7D | -3.2% | +74.2% | -77.4% | -2.9% |
| 30D | +13.5% | -35.9% | +49.3% | +13.9% |
| 3M | +9.4% | -56.4% | +65.8% | +9.9% |
| 6M | +16.4% | -36.7% | +53.1% | +16.6% |
| YTD | +15.4% | -43.3% | +58.8% | +15.1% |
| 1Y | +16.8% | -63.4% | +80.2% | +14.9% |
| All | +16.8% | -61.6% | +78.4% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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