-83.7%
FIG vs ADVB
-80.5%
-3.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.2% | -2.2% | +2.0% |
| 7D | -13.1% | -13.9% | +0.8% | -13.0% |
| 30D | -13.0% | -68.1% | +55.1% | -12.5% |
| 3M | -21.5% | -73.4% | +51.9% | -21.1% |
| 6M | -2.5% | -70.8% | +68.3% | -4.0% |
| YTD | -49.7% | -66.1% | +16.4% | -49.9% |
| 1Y | -59.1% | -77.5% | +18.4% | -60.3% |
| All | -83.7% | -80.5% | -3.2% | -83.7% |
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