+15.1%
BWA vs ADVB
-74.4%
+89.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -16.6% |
| 3M | -24.6% | -67.8% | +43.2% | -25.2% |
| 6M | -15.7% | -66.9% | +51.2% | -15.0% |
| YTD | +15.1% | -64.9% | +80.0% | +17.3% |
| All | +15.1% | -74.4% | +89.5% | +20.1% |
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