-31.7%
BR vs ADVB
+10.9%
-42.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +2.1% |
| 3M | +14.7% | +127.9% | -113.3% | +15.9% |
| 6M | -12.8% | +101.3% | -114.1% | -11.8% |
| YTD | -23.0% | +53.8% | -76.8% | -22.1% |
| 1Y | -31.7% | +4.4% | -36.1% | -31.0% |
| All | -31.7% | +10.9% | -42.5% | -31.0% |
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 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