-43.2%
BRO vs ADVB
-89.4%
+46.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.3% | +2.9% | -2.4% |
| 7D | -7.6% | -13.0% | +5.4% | -7.7% |
| 30D | -6.9% | +7.5% | -14.3% | -6.8% |
| 3M | +12.8% | +129.1% | -116.3% | +12.8% |
| 6M | -5.9% | +71.7% | -77.6% | -5.7% |
| YTD | -15.9% | +45.5% | -61.4% | -15.6% |
| 1Y | -28.1% | -2.7% | -25.4% | -27.7% |
| All | -43.2% | -89.4% | +46.1% | -40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling