+34.5%
BBY vs ADVB
-76.7%
+111.2%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -4.5% | +12.5% | +8.0% |
| 7D | +4.5% | -29.5% | +34.1% | +4.6% |
| 30D | +16.0% | -66.9% | +82.9% | +16.3% |
| 3M | +18.6% | -73.7% | +92.3% | +18.9% |
| 6M | +80.1% | -64.8% | +144.8% | +77.2% |
| YTD | +57.4% | -64.0% | +121.5% | +54.5% |
| 1Y | +34.5% | -77.0% | +111.5% | +31.8% |
| All | +34.5% | -76.7% | +111.2% | +31.8% |
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 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