+78.5%
BWA vs ADVB
-97.4%
+176.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.5% | +1.9% | +5.4% |
| 7D | -0.6% | -1.2% | +0.6% | -0.6% |
| 30D | -16.1% | -61.4% | +45.3% | -15.8% |
| 3M | -24.6% | -67.8% | +43.2% | -24.4% |
| 6M | -15.7% | -66.9% | +51.2% | -15.3% |
| YTD | +15.1% | -64.9% | +80.0% | +15.1% |
| 1Y | +15.9% | -74.8% | +90.6% | +17.2% |
| All | +78.5% | -97.4% | +176.0% | +103.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling