-83.2%
FIG vs ADVB
-75.0%
-8.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -23.6% | +26.4% | +3.0% |
| 7D | +3.4% | +27.8% | -24.4% | +3.0% |
| 30D | -9.5% | -50.8% | +41.3% | -9.4% |
| 3M | -26.2% | -70.5% | +44.3% | -25.9% |
| 6M | +2.7% | -46.7% | +49.4% | +1.3% |
| YTD | -48.0% | -56.7% | +8.7% | -48.4% |
| 1Y | -52.0% | -71.8% | +19.7% | -53.7% |
| All | -83.2% | -75.0% | -8.1% | -83.3% |
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