+85.4%
BE vs ADVB
-72.7%
+158.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -23.6% | +18.6% | -5.1% |
| 7D | +10.8% | +27.8% | -17.0% | +11.3% |
| 30D | -19.8% | -50.8% | +31.0% | -21.6% |
| 3M | -18.7% | -70.5% | +51.8% | -22.0% |
| 6M | -33.7% | -46.7% | +13.0% | -34.5% |
| YTD | +121.0% | -56.7% | +177.6% | +120.0% |
| 1Y | +85.4% | -71.8% | +157.2% | +88.4% |
| All | +85.4% | -72.7% | +158.1% | +88.4% |
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