-26.8%
EFX vs ADVB
-88.3%
+61.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.7% | -5.7% | -6.4% |
| 7D | -8.6% | -3.8% | -4.9% | -8.6% |
| 30D | +0.1% | +17.6% | -17.5% | +0.2% |
| 3M | +3.8% | +119.1% | -115.3% | +3.0% |
| 6M | -13.5% | +103.4% | -116.9% | -14.4% |
| YTD | -17.7% | +59.8% | -77.5% | -18.3% |
| 1Y | -25.6% | +8.5% | -34.1% | -26.1% |
| All | -26.8% | -88.3% | +61.5% | -19.1% |
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