-21.1%
FDS vs ADVB
-97.6%
+76.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.5% | +9.0% | -0.6% |
| 7D | +6.4% | -28.0% | +34.4% | +6.1% |
| 30D | +25.2% | -70.2% | +95.4% | +24.3% |
| 3M | +22.9% | -76.1% | +99.0% | +22.0% |
| 6M | +56.5% | -72.3% | +128.8% | +54.3% |
| YTD | +19.0% | -67.5% | +86.4% | +16.8% |
| 1Y | +32.7% | -78.6% | +111.3% | +31.5% |
| All | -21.1% | -97.6% | +76.5% | -14.7% |
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