+45.8%
EW vs ADVB
-97.4%
+143.3%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.5% | -1.0% | +2.5% |
| 7D | +12.3% | -1.2% | +13.5% | +12.3% |
| 30D | +22.9% | -61.4% | +84.3% | +23.4% |
| 3M | +16.7% | -67.8% | +84.5% | +17.3% |
| 6M | +31.0% | -66.9% | +97.8% | +30.8% |
| YTD | +22.8% | -64.9% | +87.7% | +21.6% |
| 1Y | +25.6% | -74.8% | +100.3% | +25.9% |
| All | +45.8% | -97.4% | +143.3% | +65.3% |
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 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