+18.0%
BLK vs ADVB
-76.7%
+94.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.5% | +10.0% | +5.4% |
| 7D | +5.7% | -29.5% | +35.3% | +5.5% |
| 30D | +14.8% | -66.9% | +81.7% | +14.1% |
| 3M | +8.8% | -73.7% | +82.5% | +8.1% |
| 6M | +17.6% | -64.8% | +82.4% | +16.8% |
| YTD | +16.3% | -64.0% | +80.3% | +16.7% |
| 1Y | +18.0% | -77.0% | +95.0% | +21.5% |
| All | +18.0% | -76.7% | +94.7% | +21.5% |
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 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