+90.9%
EAT vs ADVB
-74.4%
+165.3%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +4.6% |
| 3M | -9.6% | -67.8% | +58.2% | -10.0% |
| 6M | +46.8% | -66.9% | +113.6% | +43.5% |
| YTD | +41.8% | -64.9% | +106.7% | +42.1% |
| All | +90.9% | -74.4% | +165.3% | +94.7% |
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