-12.2%
BX vs ADVB
-96.8%
+84.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -23.6% | +25.0% | +1.3% |
| 7D | +0.6% | +27.8% | -27.2% | +0.6% |
| 30D | +14.2% | -50.8% | +65.0% | +14.4% |
| 3M | -18.7% | -70.5% | +51.8% | -18.5% |
| 6M | +2.5% | -46.7% | +49.2% | +1.9% |
| YTD | -18.8% | -56.7% | +37.9% | -19.4% |
| 1Y | -10.3% | -71.8% | +61.5% | -9.4% |
| All | -12.2% | -96.8% | +84.7% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling