+15.8%
EQT vs ADVB
-95.9%
+111.7%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +42.7% | -43.3% | -1.9% |
| 7D | +3.4% | +74.2% | -70.8% | +1.4% |
| 30D | -3.5% | -35.9% | +32.4% | -2.6% |
| 3M | -2.8% | -56.4% | +53.6% | -0.8% |
| 6M | -5.5% | -36.7% | +31.2% | -6.0% |
| YTD | -1.1% | -43.3% | +42.2% | -2.3% |
| 1Y | -12.9% | -63.4% | +50.5% | -12.2% |
| All | +15.8% | -95.9% | +111.7% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling