+12.1%
FFIV vs ADVB
-96.8%
+108.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -23.6% | +20.9% | -2.6% |
| 7D | -0.5% | +27.8% | -28.3% | -0.6% |
| 30D | -32.4% | -50.8% | +18.4% | -32.5% |
| 3M | -25.7% | -70.5% | +44.8% | -25.9% |
| 6M | -13.5% | -46.7% | +33.2% | -14.9% |
| YTD | +21.1% | -56.7% | +77.8% | +18.6% |
| 1Y | +29.4% | -71.8% | +101.2% | +27.8% |
| All | +12.1% | -96.8% | +108.9% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling