+59.9%
FIVE vs ADVB
-77.7%
+137.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | -0.3% |
| 7D | -0.3% | -13.9% | +13.6% | -0.5% |
| 30D | +17.7% | -68.1% | +85.8% | +15.8% |
| 3M | +4.0% | -73.4% | +77.4% | +2.3% |
| 6M | +2.6% | -70.8% | +73.4% | +0.4% |
| YTD | +27.6% | -66.1% | +93.7% | +28.8% |
| 1Y | +59.9% | -77.5% | +137.4% | +62.0% |
| All | +59.9% | -77.7% | +137.6% | +62.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling