-24.4%
BAX vs ADVB
-97.4%
+73.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | +0.1% |
| 7D | +3.6% | -4.1% | +7.7% | +3.6% |
| 30D | +8.5% | -60.3% | +68.8% | +7.3% |
| 3M | -4.9% | -73.3% | +68.5% | -6.4% |
| 6M | +47.0% | -65.9% | +112.9% | +45.6% |
| YTD | +38.4% | -63.9% | +102.3% | +36.9% |
| 1Y | +49.1% | -74.1% | +123.3% | +48.2% |
| All | -24.4% | -97.4% | +73.0% | -15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling