+255.8%
FIX vs ADVB
-97.1%
+352.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +10.0% | -4.9% | +4.8% |
| 7D | +6.4% | +10.5% | -4.0% | +6.2% |
| 30D | -29.1% | -56.0% | +26.9% | -28.4% |
| 3M | -31.1% | -70.1% | +39.0% | -30.3% |
| 6M | -42.8% | -53.7% | +10.9% | -43.1% |
| YTD | +24.6% | -60.3% | +84.9% | +24.0% |
| 1Y | +21.9% | -73.1% | +95.1% | +22.3% |
| All | +255.8% | -97.1% | +352.9% | +312.2% |
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