+1.5%
SW vs ADVB
-97.4%
+98.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.5% | +8.6% | +4.1% |
| 7D | +12.1% | -29.5% | +41.6% | +12.1% |
| 30D | +6.6% | -66.9% | +73.4% | +6.7% |
| 3M | -6.0% | -73.7% | +67.7% | -5.8% |
| 6M | +21.5% | -64.8% | +86.2% | +22.1% |
| YTD | +20.3% | -64.0% | +84.4% | +21.4% |
| 1Y | +28.1% | -77.0% | +105.1% | +30.3% |
| All | +1.5% | -97.4% | +98.9% | +22.5% |
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