-1.5%
BAC vs ADVB
-76.7%
+75.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.5% | +8.5% | +4.0% |
| 7D | +1.5% | -29.5% | +31.1% | +1.8% |
| 30D | -4.4% | -66.9% | +62.5% | -3.8% |
| 3M | -17.5% | -73.7% | +56.2% | -16.9% |
| 6M | -0.1% | -64.8% | +64.7% | -0.3% |
| YTD | -4.6% | -64.0% | +59.4% | -4.8% |
| 1Y | -1.5% | -77.0% | +75.5% | +2.6% |
| All | -1.5% | -76.7% | +75.2% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling