-29.6%
BR vs ADVB
+5.8%
-35.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.4% |
| 7D | -5.3% | -3.8% | -1.5% | -5.3% |
| 30D | +6.4% | +17.6% | -11.1% | +6.5% |
| 3M | +13.6% | +119.1% | -105.5% | +14.8% |
| 6M | -6.7% | +103.4% | -110.1% | -5.8% |
| YTD | -21.1% | +59.8% | -80.9% | -20.2% |
| 1Y | -29.6% | +8.5% | -38.1% | -28.8% |
| All | -29.6% | +5.8% | -35.4% | -28.8% |
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