+23.6%
EOG vs ADVB
+5.8%
+17.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.5% |
| 7D | +1.3% | -3.8% | +5.0% | +1.3% |
| 30D | +8.2% | +17.6% | -9.4% | +7.9% |
| 3M | +3.8% | +119.1% | -115.3% | +3.8% |
| 6M | +15.3% | +103.4% | -88.1% | +14.7% |
| YTD | +41.7% | +59.8% | -18.1% | +41.3% |
| 1Y | +23.6% | +8.5% | +15.0% | +21.6% |
| All | +23.6% | +5.8% | +17.7% | +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