+314.7%
BTSG vs ADVB
-95.9%
+410.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +42.7% | -44.3% | -1.9% |
| 7D | +8.5% | +74.2% | -65.7% | +7.9% |
| 30D | +14.0% | -35.9% | +49.9% | +14.4% |
| 3M | +19.7% | -56.4% | +76.2% | +20.4% |
| 6M | +28.7% | -36.7% | +65.5% | +28.7% |
| YTD | +90.8% | -43.3% | +134.1% | +89.5% |
| 1Y | +112.4% | -63.4% | +175.8% | +115.8% |
| All | +314.7% | -95.9% | +410.5% | +443.6% |
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 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