+98.2%
BB vs ADVB
-97.5%
+195.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.2% | +0.2% | +4.4% |
| 7D | +3.8% | -13.9% | +17.7% | +3.7% |
| 30D | -0.3% | -68.1% | +67.8% | -1.2% |
| 3M | -0.5% | -73.4% | +72.9% | -1.4% |
| 6M | +45.9% | -70.8% | +116.7% | +46.0% |
| YTD | +130.6% | -66.1% | +196.7% | +130.8% |
| 1Y | +89.2% | -77.5% | +166.7% | +91.3% |
| All | +98.2% | -97.5% | +195.7% | +166.1% |
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