-45.5%
BROS vs ADVB
-97.4%
+51.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -4.9% | -2.0% |
| 7D | -19.0% | -4.1% | -14.9% | -19.1% |
| 30D | -7.3% | -60.3% | +53.0% | -8.2% |
| 3M | -31.2% | -73.3% | +42.1% | -32.1% |
| 6M | -33.0% | -65.9% | +32.9% | -33.6% |
| YTD | -42.4% | -63.9% | +21.5% | -42.7% |
| 1Y | -37.7% | -74.1% | +36.4% | -37.8% |
| All | -45.5% | -97.4% | +51.8% | -37.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling