+58.6%
BRKR vs ADVB
-76.7%
+135.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.9% | -4.5% | +17.4% | +12.9% |
| 7D | +2.9% | -29.5% | +32.4% | +2.6% |
| 30D | -0.1% | -66.9% | +66.8% | -1.2% |
| 3M | +26.9% | -73.7% | +100.6% | +25.2% |
| 6M | +75.6% | -64.8% | +140.4% | +72.2% |
| YTD | +35.8% | -64.0% | +99.9% | +37.7% |
| 1Y | +58.6% | -77.0% | +135.6% | +63.6% |
| All | +58.6% | -76.7% | +135.3% | +63.6% |
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