+25.5%
FDS vs ADVB
-74.4%
+99.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -0.3% |
| 7D | -5.0% | -1.2% | -3.7% | -4.9% |
| 30D | +13.8% | -61.4% | +75.2% | +12.1% |
| 3M | +14.8% | -67.8% | +82.7% | +13.0% |
| 6M | +47.4% | -66.9% | +114.3% | +44.7% |
| YTD | +14.2% | -64.9% | +79.0% | +14.4% |
| All | +25.5% | -74.4% | +99.8% | +28.9% |
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