+67.4%
BRKR vs ADVB
-14.7%
+82.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.5% | +7.2% | -0.4% |
| 7D | -8.7% | -12.3% | +3.6% | -8.9% |
| 30D | -9.9% | +7.8% | -17.6% | -9.7% |
| 3M | -3.1% | +104.2% | -107.3% | -1.3% |
| 6M | +45.5% | +58.1% | -12.6% | +48.2% |
| YTD | +13.7% | +40.2% | -26.6% | +17.0% |
| 1Y | +67.4% | -16.1% | +83.5% | +66.9% |
| All | +67.4% | -14.7% | +82.1% | +66.9% |
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