+62.4%
EWY vs ADVB
-76.7%
+139.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.6% | -1.9% |
| 7D | -8.3% | -29.5% | +21.2% | -8.5% |
| 30D | -20.5% | -66.9% | +46.3% | -21.4% |
| 3M | -11.1% | -73.7% | +62.6% | -12.3% |
| 6M | -7.0% | -64.8% | +57.8% | -6.7% |
| YTD | +56.5% | -64.0% | +120.5% | +57.4% |
| 1Y | +62.4% | -77.0% | +139.4% | +67.0% |
| All | +62.4% | -76.7% | +139.1% | +67.0% |
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