+252.5%
BTSG vs ADVB
-88.3%
+340.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.1% |
| 7D | +2.7% | -3.8% | +6.5% | +2.7% |
| 30D | -3.6% | +17.6% | -21.2% | -3.8% |
| 3M | +5.8% | +119.1% | -113.3% | +4.6% |
| 6M | +44.7% | +103.4% | -58.6% | +41.3% |
| YTD | +62.2% | +59.8% | +2.3% | +59.8% |
| 1Y | +152.1% | +8.5% | +143.5% | +149.3% |
| All | +252.5% | -88.3% | +340.8% | +358.4% |
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 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