+1,029.4%
BE vs ADVB
-88.3%
+1,117.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.7% | +8.0% | +7.3% |
| 7D | +20.0% | -3.8% | +23.7% | +19.8% |
| 30D | +7.9% | +17.6% | -9.7% | +9.0% |
| 3M | -13.2% | +119.1% | -132.3% | -9.0% |
| 6M | +53.5% | +103.4% | -49.9% | +61.2% |
| YTD | +191.0% | +59.8% | +131.2% | +205.0% |
| 1Y | +360.5% | +8.5% | +352.0% | +376.5% |
| All | +1,029.4% | -88.3% | +1,117.7% | +1,243.8% |
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