+46.7%
BRKR vs ADVB
+79.5%
-32.8%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.1% | -5.7% | -1.5% |
| 7D | -9.8% | -5.9% | -4.0% | -10.0% |
| 30D | -6.1% | +13.9% | -20.0% | -5.7% |
| 3M | -2.4% | +127.3% | -129.7% | +0.1% |
| 6M | +46.7% | +77.0% | -30.3% | +51.7% |
| All | +46.7% | +79.5% | -32.8% | +51.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling