+35.4%
FLR vs ADVB
+5.8%
+29.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.3% |
| 7D | +5.4% | -3.8% | +9.2% | +5.4% |
| 30D | +11.4% | +17.6% | -6.2% | +12.0% |
| 3M | +11.4% | +119.1% | -107.7% | +12.8% |
| 6M | +16.6% | +103.4% | -86.7% | +19.5% |
| YTD | +41.7% | +59.8% | -18.1% | +45.1% |
| 1Y | +35.4% | +8.5% | +26.9% | +38.7% |
| All | +35.4% | +5.8% | +29.6% | +38.7% |
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