+6.1%
BAH vs ADVB
-72.7%
+78.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -23.6% | +23.3% | -0.3% |
| 7D | +1.7% | +27.8% | -26.1% | +1.8% |
| 30D | +20.8% | -50.8% | +71.6% | +21.1% |
| 3M | +11.6% | -70.5% | +82.1% | +12.2% |
| 6M | +23.1% | -46.7% | +69.8% | +25.2% |
| YTD | +5.3% | -56.7% | +61.9% | +7.8% |
| 1Y | +6.1% | -71.8% | +77.9% | +7.8% |
| All | +6.1% | -72.7% | +78.8% | +7.8% |
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 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