+50.2%
FDX vs ADVB
-77.7%
+127.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.2% | -6.9% | -2.7% |
| 7D | -1.6% | -13.9% | +12.3% | -1.8% |
| 30D | +6.6% | -68.1% | +74.7% | +5.3% |
| 3M | -2.1% | -73.4% | +71.3% | -3.3% |
| 6M | +2.2% | -70.8% | +73.0% | +2.8% |
| YTD | +33.9% | -66.1% | +100.0% | +38.4% |
| 1Y | +50.2% | -77.5% | +127.7% | +56.5% |
| All | +50.2% | -77.7% | +127.9% | +56.5% |
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