+117.9%
BTSG vs ADVB
-76.7%
+194.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.5% | -0.1% |
| 7D | +17.4% | -29.5% | +46.9% | +17.0% |
| 30D | +12.6% | -66.9% | +79.5% | +11.5% |
| 3M | +11.2% | -73.7% | +84.9% | +10.1% |
| 6M | +30.4% | -64.8% | +95.1% | +32.1% |
| YTD | +86.4% | -64.0% | +150.4% | +90.0% |
| 1Y | +117.9% | -77.0% | +194.9% | +124.7% |
| All | +117.9% | -76.7% | +194.6% | +124.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling