+66.8%
FDX vs ADVB
-96.8%
+163.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -23.6% | +25.1% | +1.5% |
| 7D | +5.2% | +27.8% | -22.6% | +5.2% |
| 30D | +11.3% | -50.8% | +62.1% | +11.2% |
| 3M | -4.1% | -70.5% | +66.4% | -4.2% |
| 6M | +9.6% | -46.7% | +56.4% | +10.2% |
| YTD | +40.9% | -56.7% | +97.6% | +41.6% |
| 1Y | +53.0% | -71.8% | +124.8% | +55.6% |
| All | +66.8% | -96.8% | +163.6% | +94.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling