+24.2%
EW vs ADVB
-73.0%
+97.3%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.0% | -8.2% | +1.8% |
| 7D | +6.5% | +10.5% | -4.0% | +6.6% |
| 30D | +22.5% | -56.0% | +78.5% | +21.8% |
| 3M | +13.0% | -70.1% | +83.1% | +12.1% |
| 6M | +37.1% | -53.7% | +90.8% | +37.3% |
| YTD | +24.1% | -60.3% | +84.4% | +24.0% |
| 1Y | +24.2% | -73.1% | +97.4% | +26.2% |
| All | +24.2% | -73.0% | +97.3% | +26.2% |
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