-16.3%
BR vs ADVB
-97.4%
+81.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | +1.0% |
| 7D | +4.4% | -1.2% | +5.6% | +4.4% |
| 30D | +16.3% | -61.4% | +77.6% | +15.9% |
| 3M | +16.2% | -67.8% | +84.0% | +15.9% |
| 6M | +30.3% | -66.9% | +97.2% | +30.0% |
| YTD | -12.2% | -64.9% | +52.7% | -12.0% |
| 1Y | -11.3% | -74.8% | +63.5% | -11.0% |
| All | -16.3% | -97.4% | +81.1% | -8.0% |
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