+52.2%
BP vs ADVB
-97.5%
+149.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | -0.4% |
| 7D | -11.6% | -13.9% | +2.3% | -11.4% |
| 30D | 0.0% | -68.1% | +68.2% | +1.6% |
| 3M | +6.7% | -73.4% | +80.1% | +8.6% |
| 6M | +2.2% | -70.8% | +73.0% | +3.2% |
| YTD | +33.0% | -66.1% | +99.1% | +33.1% |
| 1Y | +30.7% | -77.5% | +108.2% | +32.7% |
| All | +52.2% | -97.5% | +149.8% | +85.9% |
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 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