-39.8%
FN vs ADVB
-79.1%
+39.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -9.5% | -4.7% | -14.3% |
| 7D | -16.0% | -28.0% | +12.1% | -16.3% |
| 30D | -40.1% | -70.2% | +30.1% | -41.7% |
| 3M | -43.9% | -76.1% | +32.2% | -45.5% |
| 6M | -55.6% | -72.3% | +16.7% | -56.4% |
| YTD | -35.7% | -67.5% | +31.8% | -35.8% |
| 1Y | -39.8% | -78.6% | +38.7% | -37.0% |
| All | -39.8% | -79.1% | +39.2% | -37.0% |
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 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