-22.9%
FDS vs ADVB
-96.8%
+73.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -23.6% | +23.9% | +0.1% |
| 7D | +1.5% | +27.8% | -26.3% | +1.8% |
| 30D | +14.8% | -50.8% | +65.6% | +14.6% |
| 3M | +16.3% | -70.5% | +86.8% | +15.8% |
| 6M | +66.2% | -46.7% | +113.0% | +63.8% |
| YTD | +16.2% | -56.7% | +72.9% | +14.6% |
| 1Y | +21.8% | -71.8% | +93.6% | +21.3% |
| All | -22.9% | -96.8% | +73.9% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling