-77.0%
ADVB vs BTG
+24.4%
-101.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +8.7% | -13.3% | -5.3% |
| 7D | -29.5% | -0.2% | -29.3% | -29.4% |
| 30D | -66.9% | -0.8% | -66.1% | -66.8% |
| 3M | -73.7% | +31.8% | -105.6% | -75.4% |
| 6M | -64.8% | +20.4% | -85.2% | -66.5% |
| YTD | -64.0% | +14.7% | -78.8% | -70.7% |
| 1Y | -77.0% | +29.4% | -106.3% | -83.2% |
| All | -77.0% | +24.4% | -101.3% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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