+156.6%
AG vs ADVB
-97.4%
+253.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.9% | -8.8% | -5.9% |
| 7D | +6.0% | -4.1% | +10.0% | +6.0% |
| 30D | -13.5% | -60.3% | +46.7% | -12.7% |
| 3M | -20.7% | -73.3% | +52.6% | -19.8% |
| 6M | -31.5% | -65.9% | +34.4% | -32.4% |
| YTD | -10.1% | -63.9% | +53.7% | -11.9% |
| 1Y | +26.0% | -74.1% | +100.1% | +25.3% |
| All | +156.6% | -97.4% | +253.9% | +241.0% |
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