+24.2%
FDS vs ADVB
-61.6%
+85.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +42.7% | -43.6% | 0.0% |
| 7D | -2.6% | +74.2% | -76.8% | -1.2% |
| 30D | +14.1% | -35.9% | +49.9% | +13.8% |
| 3M | +19.8% | -56.4% | +76.2% | +18.9% |
| 6M | +55.0% | -36.7% | +91.7% | +53.9% |
| YTD | +15.9% | -43.3% | +59.2% | +17.6% |
| 1Y | +24.2% | -63.4% | +87.6% | +27.4% |
| All | +24.2% | -61.6% | +85.8% | +27.4% |
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