-55.9%
FIS vs ADVB
-97.6%
+41.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.5% | +8.3% | -1.2% |
| 7D | -21.2% | -28.0% | +6.9% | -21.1% |
| 30D | -12.1% | -70.2% | +58.2% | -11.7% |
| 3M | -30.6% | -76.1% | +45.5% | -30.3% |
| 6M | -35.5% | -72.3% | +36.8% | -36.0% |
| YTD | -54.4% | -67.5% | +13.1% | -54.7% |
| 1Y | -52.9% | -78.6% | +25.7% | -53.0% |
| All | -55.9% | -97.6% | +41.7% | -56.0% |
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