-42.8%
BROS vs ADVB
-68.6%
+25.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.2% | -6.5% | -2.3% |
| 7D | -21.2% | -13.9% | -7.3% | -21.4% |
| 30D | -11.6% | -68.1% | +56.6% | -13.2% |
| 3M | -36.7% | -73.4% | +36.7% | -38.0% |
| 6M | -42.8% | -70.8% | +28.0% | -42.7% |
| All | -42.8% | -68.6% | +25.8% | -42.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling