+51.1%
BB vs ADVB
-60.4%
+111.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +10.0% | -7.1% | +2.8% |
| 7D | +7.3% | +10.5% | -3.2% | +7.3% |
| 30D | +11.2% | -56.0% | +67.3% | +10.2% |
| 3M | +4.7% | -70.1% | +74.8% | +3.1% |
| 6M | +51.1% | -53.7% | +104.8% | +56.6% |
| All | +51.1% | -60.4% | +111.5% | +56.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling