+21.0%
AGI vs ADVB
-95.9%
+116.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +42.7% | -46.8% | -3.7% |
| 7D | -7.5% | +74.2% | -81.7% | -7.0% |
| 30D | -9.9% | -35.9% | +26.0% | -9.9% |
| 3M | -14.2% | -56.4% | +42.3% | -14.5% |
| 6M | -35.2% | -36.7% | +1.5% | -35.5% |
| YTD | -25.2% | -43.3% | +18.1% | -25.7% |
| 1Y | -14.3% | -63.4% | +49.1% | -16.4% |
| All | +21.0% | -95.9% | +116.8% | +26.6% |
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