+67.5%
BHP vs ADVB
-97.5%
+165.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.2% | -2.5% | +1.6% |
| 7D | +0.9% | -13.9% | +14.8% | +1.0% |
| 30D | -6.3% | -68.1% | +61.9% | -5.6% |
| 3M | -7.1% | -73.4% | +66.3% | -6.4% |
| 6M | -3.2% | -70.8% | +67.6% | -3.6% |
| YTD | +37.9% | -66.1% | +104.0% | +35.8% |
| 1Y | +49.7% | -77.5% | +127.2% | +49.5% |
| All | +67.5% | -97.5% | +165.0% | +98.5% |
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