+34.3%
BP vs ADVB
+5.8%
+28.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.5% |
| 7D | +3.9% | -3.8% | +7.7% | +4.0% |
| 30D | +7.6% | +17.6% | -10.0% | +7.5% |
| 3M | +0.7% | +119.1% | -118.4% | +1.5% |
| 6M | +15.5% | +103.4% | -87.9% | +16.3% |
| YTD | +30.8% | +59.8% | -29.0% | +31.2% |
| 1Y | +34.3% | +8.5% | +25.8% | +32.7% |
| All | +34.3% | +5.8% | +28.5% | +32.7% |
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