+172.5%
AG vs ADVB
-97.4%
+270.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.5% | +1.1% | +4.6% |
| 7D | +10.8% | -1.2% | +12.0% | +10.8% |
| 30D | -8.2% | -61.4% | +53.2% | -7.3% |
| 3M | -13.7% | -67.8% | +54.1% | -13.0% |
| 6M | -27.3% | -66.9% | +39.6% | -28.1% |
| YTD | -4.6% | -64.9% | +60.3% | -6.3% |
| 1Y | +39.4% | -74.8% | +114.1% | +38.6% |
| All | +172.5% | -97.4% | +270.0% | +262.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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