+289.7%
BTSG vs ADVB
-97.5%
+387.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.2% | -2.3% | +1.9% |
| 7D | +0.4% | -13.9% | +14.3% | +0.5% |
| 30D | +5.3% | -68.1% | +73.4% | +6.3% |
| 3M | +10.8% | -73.4% | +84.2% | +11.9% |
| 6M | +27.3% | -70.8% | +98.1% | +28.5% |
| YTD | +79.3% | -66.1% | +145.4% | +79.0% |
| 1Y | +106.0% | -77.5% | +183.5% | +109.9% |
| All | +289.7% | -97.5% | +387.3% | +413.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling