+5.7%
BDX vs ADVB
-89.4%
+95.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.3% | +6.3% | +1.0% |
| 7D | -3.6% | -13.0% | +9.4% | -3.5% |
| 30D | +0.7% | +7.5% | -6.8% | +0.7% |
| 3M | +19.0% | +129.1% | -110.2% | +17.0% |
| 6M | +10.8% | +71.7% | -60.9% | +9.4% |
| YTD | +20.1% | +45.5% | -25.4% | +19.1% |
| 1Y | +23.1% | -2.7% | +25.8% | +22.7% |
| All | +5.7% | -89.4% | +95.1% | +13.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling