+52.4%
BP vs ADVB
-97.4%
+149.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.1% |
| 7D | -6.3% | -4.1% | -2.2% | -6.3% |
| 30D | -3.6% | -60.3% | +56.7% | -2.4% |
| 3M | +5.2% | -73.3% | +78.6% | +7.1% |
| 6M | +5.3% | -65.9% | +71.2% | +6.1% |
| YTD | +33.1% | -63.9% | +97.0% | +33.1% |
| 1Y | +26.3% | -74.1% | +100.4% | +27.7% |
| All | +52.4% | -97.4% | +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