+161.7%
EWY vs ADVB
+10.9%
+150.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +0.5% |
| 7D | +8.0% | -14.0% | +22.0% | +7.7% |
| 30D | +14.3% | +41.0% | -26.6% | +15.1% |
| 3M | +2.3% | +127.9% | -125.6% | +6.1% |
| 6M | +49.9% | +101.3% | -51.5% | +53.8% |
| YTD | +95.3% | +53.8% | +41.6% | +100.6% |
| 1Y | +161.7% | +4.4% | +157.3% | +163.1% |
| All | +161.7% | +10.9% | +150.9% | +163.1% |
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