-55.0%
FIS vs ADVB
-74.4%
+19.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -1.4% |
| 7D | -29.4% | -1.2% | -28.2% | -29.4% |
| 30D | -16.7% | -61.4% | +44.6% | -16.7% |
| 3M | -33.0% | -67.8% | +34.8% | -32.9% |
| 6M | -33.3% | -66.9% | +33.6% | -34.3% |
| YTD | -56.0% | -64.9% | +8.9% | -56.1% |
| All | -55.0% | -74.4% | +19.3% | -54.5% |
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