+195.6%
FIX vs ADVB
-97.6%
+293.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -9.5% | -2.1% | -11.4% |
| 7D | -27.2% | -28.0% | +0.8% | -26.8% |
| 30D | -46.9% | -70.2% | +23.3% | -46.0% |
| 3M | -44.4% | -76.1% | +31.7% | -43.5% |
| 6M | -50.9% | -72.3% | +21.4% | -50.7% |
| YTD | +3.5% | -67.5% | +71.0% | +3.5% |
| 1Y | -2.1% | -78.6% | +76.4% | -1.3% |
| All | +195.6% | -97.6% | +293.2% | +244.1% |
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