-96.5%
ADVB vs BUD
+41.7%
-138.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.6% | +1.1% | -24.7% | -23.3% |
| 7D | +27.8% | +1.0% | +26.8% | +28.3% |
| 30D | -50.8% | +6.7% | -57.5% | -49.9% |
| 3M | -70.5% | +5.7% | -76.2% | -70.0% |
| 6M | -46.7% | +5.8% | -52.6% | -45.9% |
| YTD | -56.7% | +34.4% | -91.1% | -56.6% |
| 1Y | -71.8% | +33.3% | -105.0% | -71.8% |
| All | -96.5% | +41.7% | -138.3% | -97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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