-97.3%
ADVB vs BTG
+100.7%
-198.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.7% | +4.2% |
| 7D | -13.9% | +17.4% | -31.3% | -14.0% |
| 30D | -68.1% | +8.0% | -76.1% | -68.1% |
| 3M | -73.4% | +32.5% | -105.9% | -73.6% |
| 6M | -70.8% | +21.6% | -92.4% | -71.0% |
| YTD | -66.1% | +21.2% | -87.3% | -66.6% |
| 1Y | -77.5% | +43.9% | -121.4% | -77.5% |
| All | -97.3% | +100.7% | -198.0% | -97.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling