+65.1%
EAT vs ADVB
-88.3%
+153.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.6% |
| 7D | 0.0% | -3.8% | +3.8% | 0.0% |
| 30D | +1.9% | +17.6% | -15.7% | +1.7% |
| 3M | +68.7% | +119.1% | -50.5% | +62.5% |
| 6M | +66.9% | +103.4% | -36.5% | +60.4% |
| YTD | +60.4% | +59.8% | +0.6% | +55.4% |
| 1Y | +44.0% | +8.5% | +35.4% | +39.5% |
| All | +65.1% | -88.3% | +153.4% | +106.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling