+192.4%
FIVE vs ADVB
-97.1%
+289.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +10.0% | -11.0% | -1.1% |
| 7D | -0.5% | +10.5% | -11.0% | -0.5% |
| 30D | +17.4% | -56.0% | +73.4% | +17.1% |
| 3M | +7.0% | -70.1% | +77.2% | +6.7% |
| 6M | +20.5% | -53.7% | +74.2% | +19.0% |
| YTD | +33.1% | -60.3% | +93.4% | +32.0% |
| 1Y | +67.1% | -73.1% | +140.2% | +67.4% |
| All | +192.4% | -97.1% | +289.5% | +259.1% |
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 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