+57.2%
BAC vs ADVB
-88.3%
+145.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | +1.1% | -3.8% | +4.9% | +1.1% |
| 30D | -0.4% | +17.6% | -18.0% | -0.7% |
| 3M | +16.9% | +119.1% | -102.2% | +13.8% |
| 6M | +26.6% | +103.4% | -76.8% | +22.7% |
| YTD | +15.8% | +59.8% | -44.1% | +12.9% |
| 1Y | +27.2% | +8.5% | +18.6% | +24.8% |
| All | +57.2% | -88.3% | +145.5% | +73.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling