-87.7%
ADVB vs BTG
+101.8%
-189.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.9% | -1.0% | -3.8% |
| 7D | -14.0% | +4.8% | -18.8% | -14.0% |
| 30D | +41.0% | +8.3% | +32.6% | +40.8% |
| 3M | +127.9% | +32.3% | +95.6% | +125.2% |
| 6M | +101.3% | +3.0% | +98.4% | +100.8% |
| YTD | +53.8% | +21.9% | +31.9% | +51.4% |
| 1Y | +4.4% | +28.2% | -23.7% | -2.3% |
| All | -87.7% | +101.8% | -189.5% | -88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling