+38.4%
FLR vs ADVB
-97.1%
+135.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.0% | -9.6% | +0.2% |
| 7D | +6.3% | +10.5% | -4.2% | +6.2% |
| 30D | +1.8% | -56.0% | +57.8% | +2.4% |
| 3M | -4.4% | -70.1% | +65.7% | -3.7% |
| 6M | +15.9% | -53.7% | +69.6% | +14.7% |
| YTD | +27.7% | -60.3% | +88.0% | +26.7% |
| 1Y | +11.6% | -73.1% | +84.8% | +12.2% |
| All | +38.4% | -97.1% | +135.5% | +70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling