+8.3%
FLR vs ADVB
-61.6%
+69.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +42.7% | -44.8% | -2.2% |
| 7D | +10.1% | +74.2% | -64.1% | +9.9% |
| 30D | -0.5% | -35.9% | +35.4% | -0.7% |
| 3M | -4.8% | -56.4% | +51.6% | -5.2% |
| 6M | +10.7% | -36.7% | +47.4% | +10.0% |
| YTD | +25.0% | -43.3% | +68.3% | +26.5% |
| 1Y | +8.3% | -63.4% | +71.7% | +14.5% |
| All | +8.3% | -61.6% | +69.9% | +14.5% |
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