-26.1%
BAX vs ADVB
-96.8%
+70.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -23.6% | +23.8% | 0.0% |
| 7D | +0.1% | +27.8% | -27.7% | +0.5% |
| 30D | +4.1% | -50.8% | +54.9% | +3.3% |
| 3M | -4.5% | -70.5% | +66.0% | -5.8% |
| 6M | +49.2% | -46.7% | +96.0% | +48.1% |
| YTD | +35.2% | -56.7% | +91.9% | +34.2% |
| 1Y | +38.3% | -71.8% | +110.1% | +38.1% |
| All | -26.1% | -96.8% | +70.7% | -17.3% |
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