+24.6%
BDX vs ADVB
-97.5%
+122.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.2% | -5.0% | -0.8% |
| 7D | +7.1% | -13.9% | +21.0% | +7.1% |
| 30D | +17.6% | -68.1% | +85.7% | +17.5% |
| 3M | +20.4% | -73.4% | +93.8% | +20.3% |
| 6M | +48.3% | -70.8% | +119.1% | +47.6% |
| YTD | +41.6% | -66.1% | +107.7% | +40.3% |
| 1Y | +55.7% | -77.5% | +133.2% | +55.9% |
| All | +24.6% | -97.5% | +122.1% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling