-77.0%
ADVB vs BG
+7.2%
-84.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.4% | -7.0% | -6.1% |
| 7D | -29.5% | -3.8% | -25.8% | -27.6% |
| 30D | -66.9% | -9.6% | -57.3% | -64.5% |
| 3M | -73.7% | -8.5% | -65.2% | -71.6% |
| 6M | -64.8% | -23.0% | -41.7% | -59.8% |
| YTD | -64.0% | +10.9% | -74.9% | -65.2% |
| 1Y | -77.0% | +6.0% | -82.9% | -77.5% |
| All | -77.0% | +7.2% | -84.2% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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