-29.1%
BRO vs ADVB
-14.7%
-14.4%
-42.9%
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% | -0.3% |
| 7D | -7.3% | -12.3% | +4.9% | -7.4% |
| 30D | -6.9% | +7.8% | -14.6% | -6.7% |
| 3M | +10.7% | +104.2% | -93.6% | +11.3% |
| 6M | -2.7% | +58.1% | -60.8% | -1.9% |
| YTD | -16.3% | +40.2% | -56.6% | -15.2% |
| 1Y | -29.1% | -16.1% | -13.0% | -27.8% |
| All | -29.1% | -14.7% | -14.4% | -27.8% |
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