+65.0%
FDX vs ADVB
-76.7%
+141.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.5% | +8.1% | +3.5% |
| 7D | +8.1% | -29.5% | +37.7% | +7.7% |
| 30D | +13.9% | -66.9% | +80.8% | +12.6% |
| 3M | +5.5% | -73.7% | +79.3% | +4.1% |
| 6M | +15.1% | -64.8% | +79.9% | +16.5% |
| YTD | +43.2% | -64.0% | +107.2% | +48.1% |
| 1Y | +65.0% | -77.0% | +142.0% | +72.2% |
| All | +65.0% | -76.7% | +141.7% | +72.2% |
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