+58.8%
FDX vs ADVB
-73.6%
+132.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | +0.2% |
| 7D | +0.5% | -4.1% | +4.6% | +0.4% |
| 30D | +9.5% | -60.3% | +69.8% | +8.5% |
| 3M | -1.3% | -73.3% | +72.0% | -2.6% |
| 6M | +5.5% | -65.9% | +71.4% | +6.6% |
| YTD | +38.9% | -63.9% | +102.7% | +43.6% |
| 1Y | +58.8% | -74.1% | +133.0% | +66.0% |
| All | +58.8% | -73.6% | +132.4% | +66.0% |
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