+8.0%
BDX vs ADVB
-88.3%
+96.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.5% |
| 7D | -2.5% | -3.8% | +1.2% | -2.5% |
| 30D | +8.3% | +17.6% | -9.3% | +8.2% |
| 3M | +24.4% | +119.1% | -94.7% | +22.7% |
| 6M | +9.2% | +103.4% | -94.2% | +7.5% |
| YTD | +22.7% | +59.8% | -37.1% | +21.7% |
| 1Y | +25.9% | +8.5% | +17.3% | +25.4% |
| All | +8.0% | -88.3% | +96.3% | +16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling