+24.2%
FFIV vs ADVB
+5.8%
+18.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | -1.0% | -3.8% | +2.8% | -1.0% |
| 30D | -5.1% | +17.6% | -22.6% | -5.0% |
| 3M | -4.5% | +119.1% | -123.6% | -5.0% |
| 6M | +36.5% | +103.4% | -66.9% | +33.9% |
| YTD | +53.0% | +59.8% | -6.9% | +51.2% |
| 1Y | +24.2% | +8.5% | +15.7% | +22.8% |
| All | +24.2% | +5.8% | +18.4% | +22.8% |
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