-97.2%
ADVB vs BG
+46.8%
-143.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.1% | +1.4% | +2.6% |
| 7D | -1.2% | +7.4% | -8.6% | -4.6% |
| 30D | -61.4% | -1.5% | -59.9% | -61.1% |
| 3M | -67.8% | -6.1% | -61.8% | -66.5% |
| 6M | -66.9% | -18.0% | -48.9% | -64.1% |
| YTD | -64.9% | +15.6% | -80.5% | -66.2% |
| 1Y | -74.8% | +9.6% | -84.3% | -75.3% |
| All | -97.2% | +46.8% | -143.9% | -97.7% |
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