-26.6%
BR vs ADVB
-88.8%
+62.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.8% | +1.3% | -2.5% |
| 7D | -5.9% | -14.0% | +8.0% | -6.0% |
| 30D | +1.9% | +41.0% | -39.1% | +2.0% |
| 3M | +14.7% | +127.9% | -113.3% | +15.3% |
| 6M | -12.8% | +101.3% | -114.1% | -12.3% |
| YTD | -23.0% | +53.8% | -76.8% | -22.6% |
| 1Y | -31.7% | +4.4% | -36.1% | -31.2% |
| All | -26.6% | -88.8% | +62.1% | -19.0% |
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