+109.1%
BB vs ADVB
-97.4%
+206.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.5% | +2.0% | +5.5% |
| 7D | +15.0% | -1.2% | +16.2% | +15.0% |
| 30D | +3.5% | -61.4% | +64.9% | +2.8% |
| 3M | +2.7% | -67.8% | +70.5% | +1.9% |
| 6M | +44.7% | -66.9% | +111.6% | +44.9% |
| YTD | +143.3% | -64.9% | +208.2% | +143.5% |
| 1Y | +102.2% | -74.8% | +176.9% | +103.9% |
| All | +109.1% | -97.4% | +206.5% | +180.7% |
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