-29.1%
FN vs ADVB
-77.7%
+48.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +4.2% | +7.4% | +11.7% |
| 7D | 0.0% | -13.9% | +13.9% | -0.2% |
| 30D | -34.3% | -68.1% | +33.8% | -36.0% |
| 3M | -39.9% | -73.4% | +33.5% | -41.5% |
| 6M | -51.8% | -70.8% | +19.0% | -52.6% |
| YTD | -28.1% | -66.1% | +37.9% | -28.2% |
| 1Y | -29.1% | -77.5% | +48.4% | -25.7% |
| All | -29.1% | -77.7% | +48.6% | -25.7% |
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