-36.1%
CAG vs ADVB
-96.8%
+60.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -23.6% | +24.8% | +1.0% |
| 7D | -3.3% | +27.8% | -31.1% | -3.1% |
| 30D | +7.7% | -50.8% | +58.4% | +7.7% |
| 3M | -3.2% | -70.5% | +67.3% | -3.0% |
| 6M | +7.0% | -46.7% | +53.7% | +5.8% |
| YTD | -9.0% | -56.7% | +47.7% | -9.9% |
| 1Y | -9.6% | -71.8% | +62.2% | -9.9% |
| All | -36.1% | -96.8% | +60.8% | -32.7% |
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