-26.8%
AJG vs ADVB
-89.4%
+62.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.3% | +2.5% | -2.9% |
| 7D | -7.4% | -13.0% | +5.6% | -7.4% |
| 30D | -3.0% | +7.5% | -10.4% | -3.0% |
| 3M | +12.8% | +129.1% | -116.3% | +12.2% |
| 6M | +12.8% | +71.7% | -58.9% | +12.2% |
| YTD | -4.7% | +45.5% | -50.3% | -5.0% |
| 1Y | -17.2% | -2.7% | -14.5% | -17.0% |
| All | -26.8% | -89.4% | +62.5% | -19.8% |
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 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