+11.5%
AG vs ADVB
-61.6%
+73.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +42.7% | -48.0% | -5.4% |
| 7D | -6.0% | +74.2% | -80.3% | -6.4% |
| 30D | -14.3% | -35.9% | +21.5% | -14.0% |
| 3M | -26.9% | -56.4% | +29.5% | -26.7% |
| 6M | -42.1% | -36.7% | -5.4% | -43.5% |
| YTD | -15.9% | -43.3% | +27.5% | -16.3% |
| 1Y | +11.5% | -63.4% | +74.9% | +33.8% |
| All | +11.5% | -61.6% | +73.1% | +33.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling