+13.0%
FFIV vs ADVB
-97.6%
+110.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -9.5% | +4.1% | -5.4% |
| 7D | -14.2% | -28.0% | +13.8% | -14.2% |
| 30D | -33.6% | -70.2% | +36.6% | -33.7% |
| 3M | -24.2% | -76.1% | +51.9% | -24.3% |
| 6M | -8.3% | -72.3% | +64.0% | -9.2% |
| YTD | +22.1% | -67.5% | +89.6% | +19.8% |
| 1Y | +26.5% | -78.6% | +105.0% | +25.0% |
| All | +13.0% | -97.6% | +110.7% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling