+27.1%
FLR vs ADVB
-97.5%
+124.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.2% | -0.9% | +3.3% |
| 7D | -0.8% | -13.9% | +13.1% | -0.7% |
| 30D | -9.1% | -68.1% | +59.0% | -8.3% |
| 3M | -4.7% | -73.4% | +68.7% | -3.7% |
| 6M | -14.2% | -70.8% | +56.6% | -14.1% |
| YTD | +17.3% | -66.1% | +83.4% | +16.5% |
| 1Y | +4.3% | -77.5% | +81.8% | +5.0% |
| All | +27.1% | -97.5% | +124.6% | +56.4% |
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