-87.7%
ADVB vs BG
+79.7%
-167.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.4% | -8.2% | -5.5% |
| 7D | -14.0% | +2.4% | -16.3% | -14.8% |
| 30D | +41.0% | +15.0% | +25.9% | +33.8% |
| 3M | +127.9% | -0.7% | +128.6% | +126.1% |
| 6M | +101.3% | +7.5% | +93.8% | +93.3% |
| YTD | +53.8% | +41.6% | +12.2% | +35.2% |
| 1Y | +4.4% | +50.7% | -46.2% | -11.1% |
| All | -87.7% | +79.7% | -167.4% | -90.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling