+25.0%
FLEX vs ADVB
-76.7%
+101.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -4.5% | -7.8% | -12.3% |
| 7D | -17.0% | -29.5% | +12.6% | -16.8% |
| 30D | -33.8% | -66.9% | +33.0% | -34.0% |
| 3M | -39.0% | -73.7% | +34.7% | -39.2% |
| 6M | -15.9% | -64.8% | +48.9% | -16.9% |
| YTD | +27.8% | -64.0% | +91.9% | +27.1% |
| 1Y | +25.0% | -77.0% | +101.9% | +30.8% |
| All | +25.0% | -76.7% | +101.6% | +30.8% |
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