+49.7%
BHP vs ADVB
-77.7%
+127.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.2% | -2.5% | +1.7% |
| 7D | +0.9% | -13.9% | +14.8% | +0.9% |
| 30D | -6.3% | -68.1% | +61.9% | -6.7% |
| 3M | -7.1% | -73.4% | +66.3% | -7.7% |
| 6M | -3.2% | -70.8% | +67.6% | -4.0% |
| YTD | +37.9% | -66.1% | +104.0% | +35.7% |
| 1Y | +49.7% | -77.5% | +127.2% | +49.1% |
| All | +49.7% | -77.7% | +127.3% | +49.1% |
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