+58.0%
BP vs ADVB
-96.8%
+154.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -23.6% | +24.4% | +1.2% |
| 7D | +3.8% | +27.8% | -24.0% | +3.2% |
| 30D | -5.3% | -50.8% | +45.5% | -4.6% |
| 3M | +9.3% | -70.5% | +79.8% | +10.9% |
| 6M | +7.2% | -46.7% | +54.0% | +7.2% |
| YTD | +38.0% | -56.7% | +94.7% | +37.3% |
| 1Y | +33.2% | -71.8% | +105.0% | +34.6% |
| All | +58.0% | -96.8% | +154.9% | +91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling