+49.2%
EW vs ADVB
-96.8%
+146.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -23.6% | +24.8% | +1.4% |
| 7D | +4.9% | +27.8% | -22.9% | +4.7% |
| 30D | +23.9% | -50.8% | +74.7% | +24.3% |
| 3M | +15.8% | -70.5% | +86.3% | +16.4% |
| 6M | +31.7% | -46.7% | +78.4% | +30.5% |
| YTD | +25.7% | -56.7% | +82.4% | +24.3% |
| 1Y | +24.4% | -71.8% | +96.2% | +25.1% |
| All | +49.2% | -96.8% | +146.1% | +68.9% |
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