+37.6%
FLR vs ADVB
-97.4%
+135.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.5% | +4.7% | +8.2% |
| 7D | +8.5% | -1.2% | +9.7% | +8.5% |
| 30D | -0.7% | -61.4% | +60.7% | +0.1% |
| 3M | -11.7% | -67.8% | +56.1% | -11.0% |
| 6M | +16.2% | -66.9% | +83.1% | +15.9% |
| YTD | +27.0% | -64.9% | +91.9% | +26.1% |
| 1Y | +10.1% | -74.8% | +84.8% | +10.6% |
| All | +37.6% | -97.4% | +135.0% | +69.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling