-30.0%
FDS vs ADVB
-88.3%
+58.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.5% |
| 7D | -1.9% | -3.8% | +1.9% | -1.9% |
| 30D | +9.0% | +17.6% | -8.6% | +9.1% |
| 3M | +18.9% | +119.1% | -100.3% | +17.7% |
| 6M | +35.1% | +103.4% | -68.2% | +32.7% |
| YTD | +5.5% | +59.8% | -54.3% | +4.4% |
| 1Y | -16.8% | +8.5% | -25.4% | -17.2% |
| All | -30.0% | -88.3% | +58.3% | -23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling