+48.1%
EAT vs ADVB
-97.5%
+145.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.2% | -7.1% | -2.9% |
| 7D | -2.6% | -13.9% | +11.3% | -2.5% |
| 30D | +11.5% | -68.1% | +79.6% | +12.4% |
| 3M | -9.1% | -73.4% | +64.3% | -8.3% |
| 6M | +40.4% | -70.8% | +111.2% | +38.4% |
| YTD | +43.9% | -66.1% | +110.0% | +41.0% |
| 1Y | +101.9% | -77.5% | +179.4% | +100.5% |
| All | +48.1% | -97.5% | +145.6% | +87.6% |
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