-33.9%
BBWI vs ADVB
-97.5%
+63.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.2% | -7.5% | -3.3% |
| 7D | -6.2% | -13.9% | +7.7% | -6.1% |
| 30D | +19.9% | -68.1% | +88.0% | +21.1% |
| 3M | +7.1% | -73.4% | +80.5% | +8.3% |
| 6M | +13.7% | -70.8% | +84.5% | +12.2% |
| YTD | +9.6% | -66.1% | +75.7% | +5.8% |
| 1Y | -1.6% | -77.5% | +75.9% | -2.3% |
| All | -33.9% | -97.5% | +63.6% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling