+52.8%
BP vs ADVB
-97.6%
+150.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -9.5% | +7.5% | -1.9% |
| 7D | -11.2% | -28.0% | +16.8% | -10.8% |
| 30D | -0.7% | -70.2% | +69.5% | +1.0% |
| 3M | +9.8% | -76.1% | +85.9% | +11.9% |
| 6M | -1.6% | -72.3% | +70.7% | -0.5% |
| YTD | +33.5% | -67.5% | +101.0% | +33.7% |
| 1Y | +31.7% | -78.6% | +110.3% | +33.8% |
| All | +52.8% | -97.6% | +150.5% | +86.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling