+55.2%
AGI vs ADVB
-89.4%
+144.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.3% | +6.7% | +1.3% |
| 7D | +2.2% | -13.0% | +15.2% | +2.1% |
| 30D | +11.3% | +7.5% | +3.8% | +11.3% |
| 3M | +5.6% | +129.1% | -123.5% | +5.8% |
| 6M | -27.7% | +71.7% | -99.4% | -27.8% |
| YTD | -4.1% | +45.5% | -49.6% | -4.4% |
| 1Y | +13.8% | -2.7% | +16.5% | +12.2% |
| All | +55.2% | -89.4% | +144.6% | +63.0% |
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