+18.8%
ECL vs ADVB
-73.0%
+91.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.0% | -9.4% | +0.7% |
| 7D | -2.3% | +10.5% | -12.7% | -2.2% |
| 30D | +8.3% | -56.0% | +64.3% | +7.6% |
| 3M | +8.4% | -70.1% | +78.6% | +7.5% |
| 6M | +23.3% | -53.7% | +77.0% | +23.4% |
| YTD | +18.2% | -60.3% | +78.5% | +19.4% |
| 1Y | +18.8% | -73.1% | +91.9% | +21.6% |
| All | +18.8% | -73.0% | +91.8% | +21.6% |
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 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