-61.2%
FICO vs ADVB
-97.5%
+36.3%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | -0.5% |
| 7D | -0.9% | -13.9% | +13.0% | -0.8% |
| 30D | +3.3% | -68.1% | +71.5% | +4.5% |
| 3M | -31.7% | -73.4% | +41.7% | -30.9% |
| 6M | -34.0% | -70.8% | +36.8% | -33.1% |
| YTD | -58.3% | -66.1% | +7.8% | -58.1% |
| 1Y | -57.9% | -77.5% | +19.6% | -57.3% |
| All | -61.2% | -97.5% | +36.3% | -54.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling