-37.5%
BROS vs ADVB
-73.0%
+35.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.0% | -10.7% | -0.6% |
| 7D | -20.4% | +10.5% | -30.9% | -20.3% |
| 30D | -6.1% | -56.0% | +49.9% | -7.8% |
| 3M | -29.4% | -70.1% | +40.8% | -31.2% |
| 6M | -31.5% | -53.7% | +22.2% | -31.7% |
| YTD | -42.8% | -60.3% | +17.5% | -42.3% |
| 1Y | -37.5% | -73.1% | +35.7% | -37.6% |
| All | -37.5% | -73.0% | +35.5% | -37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling