-78.6%
ADVB vs FGI
+51.0%
-129.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | 0.0% | -9.5% | -9.5% |
| 7D | -28.0% | -11.6% | -16.4% | -27.6% |
| 30D | -70.2% | -3.3% | -66.9% | -70.2% |
| 3M | -76.1% | +65.6% | -141.6% | -76.9% |
| 6M | -72.3% | -2.8% | -69.5% | -73.1% |
| YTD | -67.5% | +30.1% | -97.6% | -68.9% |
| 1Y | -78.6% | +50.2% | -128.7% | -80.4% |
| All | -78.6% | +51.0% | -129.5% | -80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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