-21.5%
AJG vs ADVB
-88.3%
+66.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.5% |
| 7D | -1.8% | -3.8% | +1.9% | -1.8% |
| 30D | +4.6% | +17.6% | -12.9% | +4.6% |
| 3M | +24.9% | +119.1% | -94.2% | +24.3% |
| 6M | +17.2% | +103.4% | -86.2% | +16.3% |
| YTD | +2.2% | +59.8% | -57.7% | +1.8% |
| 1Y | -11.5% | +8.5% | -20.1% | -11.3% |
| All | -21.5% | -88.3% | +66.8% | -14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling