-46.0%
BROS vs ADVB
-97.1%
+51.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.0% | -10.7% | -0.7% |
| 7D | -20.4% | +10.5% | -30.9% | -20.4% |
| 30D | -6.1% | -56.0% | +49.9% | -6.9% |
| 3M | -29.4% | -70.1% | +40.8% | -30.3% |
| 6M | -31.5% | -53.7% | +22.2% | -32.1% |
| YTD | -42.8% | -60.3% | +17.5% | -43.2% |
| 1Y | -37.5% | -73.1% | +35.7% | -37.4% |
| All | -46.0% | -97.1% | +51.1% | -38.1% |
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