-87.2%
ADVB vs BUD
+34.3%
-121.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -3.8% | +0.3% | -4.0% | -3.7% |
| 30D | +17.6% | -5.7% | +23.2% | +16.3% |
| 3M | +119.1% | +3.1% | +116.0% | +120.0% |
| 6M | +103.4% | +7.9% | +95.5% | +102.2% |
| YTD | +59.8% | +27.3% | +32.5% | +57.3% |
| 1Y | +8.5% | +37.8% | -29.3% | +6.5% |
| All | -87.2% | +34.3% | -121.5% | -89.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling