-14.2%
BAH vs ADVB
-97.6%
+83.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -9.5% | +10.7% | +1.1% |
| 7D | +6.0% | -28.0% | +34.1% | +5.9% |
| 30D | +31.1% | -70.2% | +101.3% | +31.0% |
| 3M | +25.2% | -76.1% | +101.2% | +25.1% |
| 6M | +18.9% | -72.3% | +91.2% | +20.2% |
| YTD | +8.3% | -67.5% | +75.8% | +9.6% |
| 1Y | +6.2% | -78.6% | +84.7% | +7.1% |
| All | -14.2% | -97.6% | +83.4% | -11.1% |
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 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