+23.3%
ED vs ADVB
-97.4%
+120.7%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.7% | -0.2% |
| 7D | -0.1% | -1.2% | +1.1% | -0.1% |
| 30D | +11.6% | -61.4% | +73.0% | +12.2% |
| 3M | +10.5% | -67.8% | +78.4% | +11.2% |
| 6M | +13.2% | -66.9% | +80.1% | +13.9% |
| YTD | +22.1% | -64.9% | +87.0% | +22.2% |
| 1Y | +24.2% | -74.8% | +98.9% | +24.5% |
| All | +23.3% | -97.4% | +120.7% | +26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling