+20.5%
EQT vs ADVB
-89.4%
+109.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.3% | +4.5% | -0.7% |
| 7D | -2.0% | -13.0% | +11.0% | -1.6% |
| 30D | +1.0% | +7.5% | -6.4% | +0.7% |
| 3M | +4.0% | +129.1% | -125.1% | +0.2% |
| 6M | -11.7% | +71.7% | -83.4% | -15.3% |
| YTD | +2.8% | +45.5% | -42.7% | -0.9% |
| 1Y | +10.0% | -2.7% | +12.7% | +7.0% |
| All | +20.5% | -89.4% | +109.8% | +33.3% |
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