+4.1%
SHW vs ADVB
-77.7%
+81.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.2% | -5.6% | -1.3% |
| 7D | +3.5% | -13.9% | +17.4% | +3.1% |
| 30D | +9.2% | -68.1% | +77.4% | +6.9% |
| 3M | -5.1% | -73.4% | +68.3% | -7.2% |
| 6M | +6.8% | -70.8% | +77.6% | +4.8% |
| YTD | +7.0% | -66.1% | +73.0% | +5.6% |
| 1Y | +4.1% | -77.5% | +81.6% | +4.1% |
| All | +4.1% | -77.7% | +81.8% | +4.1% |
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