+59.5%
FN vs ADVB
-97.6%
+157.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -9.5% | -4.7% | -14.2% |
| 7D | -16.0% | -28.0% | +12.1% | -15.8% |
| 30D | -40.1% | -70.2% | +30.1% | -40.2% |
| 3M | -43.9% | -76.1% | +32.2% | -44.0% |
| 6M | -55.6% | -72.3% | +16.7% | -55.9% |
| YTD | -35.7% | -67.5% | +31.8% | -36.4% |
| 1Y | -39.8% | -78.6% | +38.7% | -39.2% |
| All | +59.5% | -97.6% | +157.1% | +85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling