-9.6%
CAG vs ADVB
-72.7%
+63.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -23.6% | +24.8% | +0.8% |
| 7D | -3.3% | +27.8% | -31.1% | -2.8% |
| 30D | +7.7% | -50.8% | +58.4% | +7.4% |
| 3M | -3.2% | -70.5% | +67.3% | -3.7% |
| 6M | +7.0% | -46.7% | +53.7% | +6.0% |
| YTD | -9.0% | -56.7% | +47.7% | -8.9% |
| 1Y | -9.6% | -71.8% | +62.2% | -9.0% |
| All | -9.6% | -72.7% | +63.1% | -9.0% |
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