-26.2%
BAX vs ADVB
-97.5%
+71.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.7% | +0.6% |
| 7D | +12.1% | -13.9% | +26.0% | +11.9% |
| 30D | +7.6% | -68.1% | +75.7% | +6.1% |
| 3M | -4.5% | -73.4% | +68.9% | -5.9% |
| 6M | +52.0% | -70.8% | +122.8% | +50.5% |
| YTD | +35.1% | -66.1% | +101.2% | +33.5% |
| 1Y | +43.7% | -77.5% | +121.2% | +42.8% |
| All | -26.2% | -97.5% | +71.4% | -17.7% |
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