+75.7%
BB vs ADVB
-89.4%
+165.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.3% | +3.8% | -1.6% |
| 7D | +1.8% | -13.0% | +14.8% | +1.7% |
| 30D | -12.2% | +7.5% | -19.7% | -12.1% |
| 3M | -12.3% | +129.1% | -141.4% | -10.9% |
| 6M | +122.7% | +71.7% | +51.0% | +124.8% |
| YTD | +104.5% | +45.5% | +58.9% | +107.1% |
| 1Y | +106.7% | -2.7% | +109.4% | +109.5% |
| All | +75.7% | -89.4% | +165.1% | +138.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling