+8.5%
ADVB vs BTG
+38.4%
-29.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.7% |
| 7D | -3.8% | -0.9% | -2.9% | -3.7% |
| 30D | +17.6% | +36.8% | -19.3% | +15.0% |
| 3M | +119.1% | +23.1% | +96.0% | +117.1% |
| 6M | +103.4% | +3.5% | +99.9% | +103.0% |
| YTD | +59.8% | +25.5% | +34.4% | +53.6% |
| 1Y | +8.5% | +40.1% | -31.5% | +13.0% |
| All | +8.5% | +38.4% | -29.8% | +13.0% |
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