+45.9%
EAT vs ADVB
-97.4%
+143.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.5% | -5.0% | -1.5% |
| 7D | -3.9% | -1.2% | -2.7% | -3.9% |
| 30D | +5.0% | -61.4% | +66.4% | +5.7% |
| 3M | -9.6% | -67.8% | +58.2% | -9.0% |
| 6M | +46.8% | -66.9% | +113.6% | +44.2% |
| YTD | +41.8% | -64.9% | +106.7% | +38.9% |
| 1Y | +98.3% | -74.8% | +173.0% | +96.3% |
| All | +45.9% | -97.4% | +143.4% | +84.8% |
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