-61.1%
FICO vs ADVB
-97.6%
+36.6%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -9.5% | +10.4% | +1.0% |
| 7D | -0.3% | -28.0% | +27.8% | +0.1% |
| 30D | +1.7% | -70.2% | +71.9% | +3.0% |
| 3M | -35.2% | -76.1% | +40.9% | -34.4% |
| 6M | -33.7% | -72.3% | +38.6% | -32.8% |
| YTD | -58.2% | -67.5% | +9.3% | -57.9% |
| 1Y | -56.6% | -78.6% | +22.0% | -55.9% |
| All | -61.1% | -97.6% | +36.6% | -53.8% |
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 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