+23.9%
EW vs ADVB
-77.7%
+101.5%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.2% | -2.9% | +1.3% |
| 7D | +11.0% | -13.9% | +24.9% | +10.9% |
| 30D | +19.1% | -68.1% | +87.2% | +18.1% |
| 3M | +14.4% | -73.4% | +87.7% | +13.3% |
| 6M | +22.8% | -70.8% | +93.6% | +22.7% |
| YTD | +19.8% | -66.1% | +85.9% | +19.6% |
| 1Y | +23.9% | -77.5% | +101.4% | +25.4% |
| All | +23.9% | -77.7% | +101.5% | +25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling