-43.4%
BRO vs ADVB
-88.9%
+45.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -0.3% |
| 7D | -8.6% | -5.9% | -2.7% | -8.6% |
| 30D | -6.9% | +13.9% | -20.8% | -6.8% |
| 3M | +10.5% | +127.3% | -116.9% | +10.5% |
| 6M | -2.8% | +77.0% | -79.8% | -2.6% |
| YTD | -16.1% | +51.5% | -67.7% | -15.8% |
| 1Y | -27.6% | -11.3% | -16.3% | -27.0% |
| All | -43.4% | -88.9% | +45.5% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling