-28.1%
BROS vs ADVB
-88.3%
+60.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.7% |
| 7D | -6.7% | -3.8% | -2.9% | -6.7% |
| 30D | -29.1% | +17.6% | -46.6% | -28.9% |
| 3M | -16.7% | +119.1% | -135.8% | -16.0% |
| 6M | -11.6% | +103.4% | -115.0% | -11.0% |
| YTD | -23.9% | +59.8% | -83.8% | -23.2% |
| 1Y | -34.8% | +8.5% | -43.3% | -34.5% |
| All | -28.1% | -88.3% | +60.2% | -16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling