-47.9%
BROS vs ADVB
-97.5%
+49.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.2% | -6.5% | -2.3% |
| 7D | -21.2% | -13.9% | -7.3% | -21.3% |
| 30D | -11.6% | -68.1% | +56.6% | -12.6% |
| 3M | -36.7% | -73.4% | +36.7% | -37.5% |
| 6M | -42.8% | -70.8% | +28.0% | -43.4% |
| YTD | -44.8% | -66.1% | +21.3% | -45.2% |
| 1Y | -36.5% | -77.5% | +41.0% | -36.5% |
| All | -47.9% | -97.5% | +49.7% | -40.4% |
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