+56.1%
BKR vs ADVB
-89.4%
+145.4%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.3% | +4.9% | -0.4% |
| 7D | -1.5% | -13.0% | +11.5% | -1.5% |
| 30D | -0.7% | +7.5% | -8.1% | -0.7% |
| 3M | +0.5% | +129.1% | -128.6% | -0.1% |
| 6M | +6.6% | +71.7% | -65.1% | +5.7% |
| YTD | +41.3% | +45.5% | -4.3% | +40.4% |
| 1Y | +42.2% | -2.7% | +45.0% | +42.2% |
| All | +56.1% | -89.4% | +145.4% | +83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling