-33.6%
CAG vs ADVB
-97.4%
+63.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | +0.3% |
| 7D | +4.6% | -1.2% | +5.8% | +4.6% |
| 30D | +14.7% | -61.4% | +76.1% | +14.5% |
| 3M | +2.4% | -67.8% | +70.2% | +2.2% |
| 6M | +10.7% | -66.9% | +77.6% | +9.3% |
| YTD | -5.5% | -64.9% | +59.4% | -6.7% |
| 1Y | -4.6% | -74.8% | +70.2% | -5.3% |
| All | -33.6% | -97.4% | +63.8% | -30.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling