+9.4%
BA vs ADVB
-97.5%
+107.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.7% | +0.5% |
| 7D | +1.1% | -13.9% | +15.0% | +1.1% |
| 30D | -7.9% | -68.1% | +60.2% | -7.7% |
| 3M | -25.3% | -73.4% | +48.1% | -25.1% |
| 6M | -24.6% | -70.8% | +46.2% | -24.9% |
| YTD | -20.1% | -66.1% | +46.0% | -20.8% |
| 1Y | -11.8% | -77.5% | +65.7% | -12.1% |
| All | +9.4% | -97.5% | +107.0% | +27.8% |
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