+66.8%
EQX vs ADVB
-97.1%
+163.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +10.0% | -13.8% | -4.1% |
| 7D | -4.3% | +10.5% | -14.7% | -4.6% |
| 30D | -3.6% | -56.0% | +52.4% | -1.5% |
| 3M | -7.2% | -70.1% | +63.0% | -4.6% |
| 6M | -27.1% | -53.7% | +26.6% | -29.3% |
| YTD | -22.8% | -60.3% | +37.5% | -25.8% |
| 1Y | -12.5% | -73.1% | +60.6% | -14.7% |
| All | +66.8% | -97.1% | +163.9% | +93.8% |
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