+55.9%
BWA vs ADVB
+5.8%
+50.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.4% | +2.7% |
| 7D | +5.7% | -3.8% | +9.4% | +5.6% |
| 30D | +1.4% | +17.6% | -16.2% | +1.6% |
| 3M | -12.1% | +119.1% | -131.2% | -10.3% |
| 6M | +28.6% | +103.4% | -74.8% | +30.4% |
| YTD | +51.1% | +59.8% | -8.8% | +54.1% |
| 1Y | +55.9% | +8.5% | +47.3% | +62.7% |
| All | +55.9% | +5.8% | +50.0% | +62.7% |
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 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