+13.0%
AWK vs ADVB
-97.5%
+110.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.2% | -5.6% | -1.4% |
| 7D | +4.1% | -13.9% | +18.0% | +4.1% |
| 30D | +18.0% | -68.1% | +86.1% | +18.0% |
| 3M | +12.2% | -73.4% | +85.6% | +12.2% |
| 6M | +21.2% | -70.8% | +92.0% | +21.3% |
| YTD | +17.6% | -66.1% | +83.6% | +17.6% |
| 1Y | +19.2% | -77.5% | +96.7% | +19.0% |
| All | +13.0% | -97.5% | +110.6% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling