+4.1%
BBWI vs ADVB
-76.7%
+80.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.5% | +8.7% | +4.1% |
| 7D | +8.8% | -29.5% | +38.3% | +8.4% |
| 30D | +34.8% | -66.9% | +101.7% | +33.5% |
| 3M | +12.9% | -73.7% | +86.6% | +11.8% |
| 6M | +29.6% | -64.8% | +94.3% | +26.8% |
| YTD | +20.8% | -64.0% | +84.8% | +18.7% |
| 1Y | +4.1% | -77.0% | +81.0% | +19.1% |
| All | +4.1% | -76.7% | +80.7% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling