-9.3%
BX vs ADVB
-97.4%
+88.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.5% | +0.3% | +3.8% |
| 7D | +3.3% | -1.2% | +4.5% | +3.3% |
| 30D | +9.6% | -61.4% | +71.0% | +9.7% |
| 3M | -8.7% | -67.8% | +59.1% | -8.6% |
| 6M | +2.2% | -66.9% | +69.1% | +2.0% |
| YTD | -16.2% | -64.9% | +48.7% | -16.9% |
| 1Y | -11.5% | -74.8% | +63.3% | -11.1% |
| All | -9.3% | -97.4% | +88.1% | +12.8% |
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