+43.9%
BBY vs ADVB
-72.7%
+116.6%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -23.6% | +24.2% | +0.6% |
| 7D | +4.5% | +27.8% | -23.3% | +4.4% |
| 30D | +16.8% | -50.8% | +67.6% | +17.0% |
| 3M | +23.2% | -70.5% | +93.7% | +23.6% |
| 6M | +91.9% | -46.7% | +138.7% | +89.0% |
| YTD | +61.6% | -56.7% | +118.3% | +58.6% |
| 1Y | +43.9% | -71.8% | +115.6% | +41.7% |
| All | +43.9% | -72.7% | +116.6% | +41.7% |
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