+393.3%
FIX vs ADVB
-88.3%
+481.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +1.9% |
| 7D | +6.0% | -3.8% | +9.8% | +6.1% |
| 30D | -7.2% | +17.6% | -24.8% | -7.5% |
| 3M | -15.9% | +119.1% | -135.0% | -17.7% |
| 6M | +12.7% | +103.4% | -90.6% | +10.1% |
| YTD | +72.8% | +59.8% | +12.9% | +69.4% |
| 1Y | +122.9% | +8.5% | +114.3% | +119.0% |
| All | +393.3% | -88.3% | +481.6% | +463.2% |
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 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