+2.9%
SW vs ADVB
-88.3%
+91.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.3% |
| 7D | -5.1% | -3.8% | -1.3% | -5.1% |
| 30D | -4.6% | +17.6% | -22.2% | -4.6% |
| 3M | +9.4% | +119.1% | -109.7% | +9.5% |
| 6M | +3.5% | +103.4% | -99.9% | +3.8% |
| YTD | +22.0% | +59.8% | -37.8% | +22.7% |
| 1Y | +2.2% | +8.5% | -6.3% | +2.3% |
| All | +2.9% | -88.3% | +91.3% | +23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling