+89.6%
BHP vs ADVB
-88.3%
+177.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.3% |
| 7D | -2.9% | -3.8% | +0.9% | -2.9% |
| 30D | +3.4% | +17.6% | -14.2% | +3.2% |
| 3M | +4.1% | +119.1% | -115.1% | +2.0% |
| 6M | +20.6% | +103.4% | -82.8% | +16.9% |
| YTD | +56.1% | +59.8% | -3.8% | +52.1% |
| 1Y | +69.6% | +8.5% | +61.1% | +65.7% |
| All | +89.6% | -88.3% | +177.9% | +122.4% |
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 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