-44.6%
BROS vs ADVB
-96.8%
+52.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -23.6% | +30.1% | +6.2% |
| 7D | +6.3% | +27.8% | -21.5% | +6.6% |
| 30D | -8.3% | -50.8% | +42.4% | -9.0% |
| 3M | -29.8% | -70.5% | +40.7% | -30.7% |
| 6M | -25.8% | -46.7% | +20.9% | -26.3% |
| YTD | -41.4% | -56.7% | +15.3% | -41.6% |
| 1Y | -35.2% | -71.8% | +36.6% | -34.9% |
| All | -44.6% | -96.8% | +52.3% | -36.5% |
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