-24.0%
FDS vs ADVB
-97.5%
+73.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.2% | -7.9% | -3.7% |
| 7D | -0.5% | -13.9% | +13.4% | -0.6% |
| 30D | +20.2% | -68.1% | +88.3% | +19.4% |
| 3M | +19.9% | -73.4% | +93.3% | +19.0% |
| 6M | +56.2% | -70.8% | +127.0% | +54.0% |
| YTD | +14.6% | -66.1% | +80.7% | +12.5% |
| 1Y | +31.6% | -77.5% | +109.1% | +30.4% |
| All | -24.0% | -97.5% | +73.5% | -17.8% |
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