+42.2%
EAT vs ADVB
-96.8%
+139.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -23.6% | +23.9% | +0.5% |
| 7D | -4.0% | +27.8% | -31.8% | -4.3% |
| 30D | -2.9% | -50.8% | +47.9% | -2.5% |
| 3M | -16.9% | -70.5% | +53.6% | -16.2% |
| 6M | +57.0% | -46.7% | +103.7% | +52.7% |
| YTD | +38.2% | -56.7% | +94.9% | +35.0% |
| 1Y | +69.3% | -71.8% | +141.0% | +67.8% |
| All | +42.2% | -96.8% | +139.0% | +79.6% |
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