+41.3%
FITB vs ADVB
-97.5%
+138.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.2% | -5.0% | -0.8% |
| 7D | -1.5% | -13.9% | +12.4% | -1.4% |
| 30D | +5.8% | -68.1% | +73.9% | +7.2% |
| 3M | -6.1% | -73.4% | +67.3% | -4.8% |
| 6M | +5.9% | -70.8% | +76.7% | +5.9% |
| YTD | +16.1% | -66.1% | +82.2% | +15.0% |
| 1Y | +28.8% | -77.5% | +106.3% | +29.5% |
| All | +41.3% | -97.5% | +138.8% | +62.6% |
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