+18.2%
BN vs ADVB
-96.8%
+115.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -23.6% | +22.0% | -1.8% |
| 7D | -1.0% | +27.8% | -28.8% | -0.7% |
| 30D | +14.0% | -50.8% | +64.7% | +13.7% |
| 3M | -9.0% | -70.5% | +61.5% | -9.4% |
| 6M | -8.8% | -46.7% | +37.9% | -9.3% |
| YTD | -10.3% | -56.7% | +46.4% | -10.7% |
| 1Y | -5.8% | -71.8% | +66.0% | -5.2% |
| All | +18.2% | -96.8% | +115.0% | +41.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling