-83.9%
FIG vs ADVB
-79.2%
-4.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.9% | -6.9% | -4.0% |
| 7D | -11.4% | -4.1% | -7.3% | -11.4% |
| 30D | -17.2% | -60.3% | +43.1% | -16.8% |
| 3M | -26.6% | -73.3% | +46.7% | -26.2% |
| 6M | -9.8% | -65.9% | +56.1% | -11.1% |
| YTD | -50.1% | -63.9% | +13.7% | -50.4% |
| 1Y | -58.1% | -74.1% | +16.1% | -59.0% |
| All | -83.9% | -79.2% | -4.7% | -83.9% |
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