+0.3%
AGI vs ADVB
-76.7%
+76.9%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -4.5% | +15.3% | +10.9% |
| 7D | -5.3% | -29.5% | +24.3% | -4.7% |
| 30D | -7.1% | -66.9% | +59.7% | -5.9% |
| 3M | +4.4% | -73.7% | +78.1% | +5.8% |
| 6M | -23.0% | -64.8% | +41.7% | -25.0% |
| YTD | -22.0% | -64.0% | +42.0% | -24.1% |
| 1Y | +0.3% | -77.0% | +77.3% | +8.3% |
| All | +0.3% | -76.7% | +76.9% | +8.3% |
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