+14.4%
FIX vs ADVB
-76.7%
+91.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -4.5% | -10.5% | -15.0% |
| 7D | -18.9% | -29.5% | +10.6% | -18.4% |
| 30D | -36.3% | -66.9% | +30.6% | -35.4% |
| 3M | -38.5% | -73.7% | +35.2% | -37.7% |
| 6M | -42.3% | -64.8% | +22.5% | -42.5% |
| YTD | +17.1% | -64.0% | +81.1% | +17.2% |
| 1Y | +14.4% | -77.0% | +91.4% | +22.0% |
| All | +14.4% | -76.7% | +91.1% | +22.0% |
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