-83.2%
FIG vs ADVB
-79.8%
-3.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.5% | -0.4% | +3.1% |
| 7D | -12.6% | -1.2% | -11.4% | -12.6% |
| 30D | -13.8% | -61.4% | +47.6% | -13.4% |
| 3M | -16.7% | -67.8% | +51.1% | -16.1% |
| 6M | -6.1% | -66.9% | +60.8% | -7.4% |
| YTD | -48.1% | -64.9% | +16.8% | -48.3% |
| 1Y | -56.2% | -74.8% | +18.6% | -57.1% |
| All | -83.2% | -79.8% | -3.4% | -83.2% |
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