+43.9%
EAT vs ADVB
-97.1%
+141.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.0% | -7.1% | +2.8% |
| 7D | -8.9% | +10.5% | -19.4% | -9.0% |
| 30D | +3.4% | -56.0% | +59.4% | +4.0% |
| 3M | -9.3% | -70.1% | +60.8% | -8.6% |
| 6M | +43.8% | -53.7% | +97.5% | +40.3% |
| YTD | +39.9% | -60.3% | +100.1% | +36.8% |
| 1Y | +89.7% | -73.1% | +162.9% | +88.0% |
| All | +43.9% | -97.1% | +141.0% | +82.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling