+181.3%
FIVE vs ADVB
-97.6%
+278.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -9.5% | +5.3% | -4.3% |
| 7D | -1.7% | -28.0% | +26.3% | -1.8% |
| 30D | +14.9% | -70.2% | +85.1% | +14.5% |
| 3M | +7.6% | -76.1% | +83.7% | +7.3% |
| 6M | +6.4% | -72.3% | +78.7% | +5.2% |
| YTD | +28.1% | -67.5% | +95.6% | +27.0% |
| 1Y | +54.7% | -78.6% | +133.3% | +55.1% |
| All | +181.3% | -97.6% | +278.9% | +245.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling