+53.2%
AGI vs ADVB
-88.8%
+142.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.4% | -1.4% |
| 7D | +4.4% | -14.0% | +18.4% | +4.3% |
| 30D | +10.0% | +41.0% | -31.0% | +10.0% |
| 3M | +1.7% | +127.9% | -126.2% | +1.9% |
| 6M | -26.8% | +101.3% | -128.1% | -26.8% |
| YTD | -5.3% | +53.8% | -59.1% | -5.6% |
| 1Y | +11.5% | +4.4% | +7.1% | +9.9% |
| All | +53.2% | -88.8% | +142.0% | +60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling