-16.6%
BX vs ADVB
+5.8%
-22.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.1% |
| 7D | -4.4% | -3.8% | -0.6% | -4.4% |
| 30D | +0.1% | +17.6% | -17.5% | +0.3% |
| 3M | +16.0% | +119.1% | -103.1% | +19.1% |
| 6M | +21.6% | +103.4% | -81.8% | +24.7% |
| YTD | -8.9% | +59.8% | -68.7% | -6.4% |
| 1Y | -16.6% | +8.5% | -25.2% | -15.5% |
| All | -16.6% | +5.8% | -22.5% | -15.5% |
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