+26.8%
BDX vs ADVB
-95.9%
+122.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +42.7% | -42.1% | +0.6% |
| 7D | +1.0% | +74.2% | -73.2% | +1.1% |
| 30D | +15.1% | -35.9% | +51.0% | +15.2% |
| 3M | +18.2% | -56.4% | +74.6% | +18.2% |
| 6M | +48.1% | -36.7% | +84.8% | +46.8% |
| YTD | +44.1% | -43.3% | +87.5% | +43.0% |
| 1Y | +46.4% | -63.4% | +109.8% | +46.9% |
| All | +26.8% | -95.9% | +122.7% | +36.7% |
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 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