-51.1%
FIS vs ADVB
-76.7%
+25.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -4.5% | -19.1% | -23.7% |
| 7D | -18.4% | -29.5% | +11.1% | -18.5% |
| 30D | -11.4% | -66.9% | +55.5% | -11.4% |
| 3M | -32.0% | -73.7% | +41.7% | -31.9% |
| 6M | -35.6% | -64.8% | +29.2% | -36.3% |
| YTD | -53.8% | -64.0% | +10.2% | -53.9% |
| 1Y | -51.1% | -77.0% | +25.9% | -50.5% |
| All | -51.1% | -76.7% | +25.6% | -50.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling