+194.1%
FIVE vs ADVB
-88.3%
+282.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.8% | +5.1% |
| 7D | +4.3% | -3.8% | +8.0% | +4.3% |
| 30D | +12.5% | +17.6% | -5.1% | +12.7% |
| 3M | +31.2% | +119.1% | -87.9% | +30.1% |
| 6M | +14.4% | +103.4% | -89.0% | +13.3% |
| YTD | +33.9% | +59.8% | -26.0% | +33.4% |
| 1Y | +65.1% | +8.5% | +56.5% | +64.3% |
| All | +194.1% | -88.3% | +282.4% | +262.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling