-71.1%
FISV vs ADVB
-97.4%
+26.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | +1.0% |
| 7D | +22.3% | -1.2% | +23.5% | +22.3% |
| 30D | +39.2% | -61.4% | +100.6% | +39.8% |
| 3M | +21.2% | -67.8% | +89.0% | +21.8% |
| 6M | +14.5% | -66.9% | +81.4% | +13.9% |
| YTD | -5.4% | -64.9% | +59.5% | -5.9% |
| 1Y | -0.3% | -74.8% | +74.5% | -0.4% |
| All | -71.1% | -97.4% | +26.3% | -67.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling