-54.7%
FIS vs ADVB
-97.1%
+42.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +10.0% | -3.2% | +6.7% |
| 7D | +1.5% | +10.5% | -9.0% | +1.5% |
| 30D | -11.8% | -56.0% | +44.2% | -11.6% |
| 3M | -28.5% | -70.1% | +41.6% | -28.2% |
| 6M | -27.0% | -53.7% | +26.7% | -27.9% |
| YTD | -53.1% | -60.3% | +7.2% | -53.5% |
| 1Y | -52.8% | -73.1% | +20.4% | -52.9% |
| All | -54.7% | -97.1% | +42.4% | -54.8% |
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