+98.5%
FLEX vs ADVB
+5.8%
+92.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.5% |
| 7D | -0.9% | -3.8% | +2.9% | -0.9% |
| 30D | -10.1% | +17.6% | -27.7% | -9.9% |
| 3M | -31.3% | +119.1% | -150.5% | -30.2% |
| 6M | +71.3% | +103.4% | -32.1% | +74.1% |
| YTD | +81.2% | +59.8% | +21.4% | +83.4% |
| 1Y | +98.5% | +8.5% | +89.9% | +100.6% |
| All | +98.5% | +5.8% | +92.7% | +100.6% |
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