+20.7%
BBY vs ADVB
-3.0%
+23.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.3% | +3.9% | -1.5% |
| 7D | +1.2% | -13.0% | +14.2% | +1.2% |
| 30D | +6.8% | +7.5% | -0.7% | +6.8% |
| 3M | +18.7% | +129.1% | -110.4% | +18.2% |
| 6M | +37.3% | +71.7% | -34.4% | +36.6% |
| YTD | +35.3% | +45.5% | -10.2% | +34.1% |
| 1Y | +20.7% | -2.7% | +23.4% | +17.4% |
| All | +20.7% | -3.0% | +23.6% | +17.4% |
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