+15.9%
BLK vs ADVB
-89.4%
+105.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.3% | +3.2% | -2.1% |
| 7D | -2.7% | -13.0% | +10.3% | -2.6% |
| 30D | -4.8% | +7.5% | -12.2% | -4.8% |
| 3M | +6.5% | +129.1% | -122.6% | +5.2% |
| 6M | +13.2% | +71.7% | -58.6% | +11.7% |
| YTD | +1.8% | +45.5% | -43.7% | +0.8% |
| 1Y | -1.0% | -2.7% | +1.8% | -1.5% |
| All | +15.9% | -89.4% | +105.2% | +31.9% |
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 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