+44.4%
FITB vs ADVB
-97.4%
+141.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.3% |
| 7D | +0.5% | -4.1% | +4.6% | +0.5% |
| 30D | +7.0% | -60.3% | +67.3% | +8.1% |
| 3M | -4.4% | -73.3% | +69.0% | -3.0% |
| 6M | +11.6% | -65.9% | +77.5% | +11.2% |
| YTD | +18.6% | -63.9% | +82.5% | +17.4% |
| 1Y | +29.8% | -74.1% | +104.0% | +30.1% |
| All | +44.4% | -97.4% | +141.7% | +66.1% |
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