-18.0%
BAH vs ADVB
-97.5%
+79.5%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.2% | -8.7% | -4.4% |
| 7D | -3.5% | -13.9% | +10.4% | -3.6% |
| 30D | +24.3% | -68.1% | +92.4% | +24.2% |
| 3M | +16.3% | -73.4% | +89.7% | +16.3% |
| 6M | +13.6% | -70.8% | +84.4% | +14.9% |
| YTD | +3.5% | -66.1% | +69.6% | +4.8% |
| 1Y | +2.7% | -77.5% | +80.2% | +3.6% |
| All | -18.0% | -97.5% | +79.5% | -15.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling