+47.4%
EW vs ADVB
-95.9%
+143.2%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +42.7% | -42.7% | -0.2% |
| 7D | +4.9% | +74.2% | -69.3% | +4.6% |
| 30D | +24.1% | -35.9% | +59.9% | +24.3% |
| 3M | +13.7% | -56.4% | +70.1% | +14.1% |
| 6M | +32.7% | -36.7% | +69.4% | +31.7% |
| YTD | +24.1% | -43.3% | +67.4% | +22.6% |
| 1Y | +23.6% | -63.4% | +87.0% | +24.2% |
| All | +47.4% | -95.9% | +143.2% | +66.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling