+195.6%
FIVE vs ADVB
-97.4%
+293.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.1% |
| 7D | +7.3% | -4.1% | +11.4% | +7.3% |
| 30D | +18.1% | -60.3% | +78.3% | +17.7% |
| 3M | +7.7% | -73.3% | +81.0% | +7.3% |
| 6M | +13.6% | -65.9% | +79.5% | +12.3% |
| YTD | +34.6% | -63.9% | +98.5% | +33.5% |
| 1Y | +66.2% | -74.1% | +140.4% | +66.3% |
| All | +195.6% | -97.4% | +293.0% | +263.0% |
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 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