+69.4%
BWA vs ADVB
-97.5%
+166.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.2% | -1.5% | +2.7% |
| 7D | -5.5% | -13.9% | +8.5% | -5.4% |
| 30D | -21.7% | -68.1% | +46.4% | -21.5% |
| 3M | -25.6% | -73.4% | +47.8% | -25.4% |
| 6M | -17.4% | -70.8% | +53.4% | -17.0% |
| YTD | +9.2% | -66.1% | +75.3% | +9.3% |
| 1Y | +9.7% | -77.5% | +87.2% | +11.3% |
| All | +69.4% | -97.5% | +166.9% | +92.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling