+66.7%
BHP vs ADVB
-96.8%
+163.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -23.6% | +22.3% | -1.1% |
| 7D | -0.5% | +27.8% | -28.3% | -0.8% |
| 30D | -4.5% | -50.8% | +46.3% | -4.2% |
| 3M | -6.9% | -70.5% | +63.6% | -6.3% |
| 6M | -10.6% | -46.7% | +36.2% | -11.6% |
| YTD | +37.2% | -56.7% | +93.9% | +34.7% |
| 1Y | +48.0% | -71.8% | +119.8% | +47.6% |
| All | +66.7% | -96.8% | +163.5% | +97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling