-13.4%
FND vs ADVB
-76.7%
+63.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -4.5% | +15.5% | +10.7% |
| 7D | +12.3% | -29.5% | +41.9% | +10.9% |
| 30D | +14.7% | -66.9% | +81.6% | +10.3% |
| 3M | -12.0% | -73.7% | +61.7% | -15.7% |
| 6M | +10.8% | -64.8% | +75.5% | +9.6% |
| YTD | -12.3% | -64.0% | +51.8% | -9.5% |
| 1Y | -13.4% | -77.0% | +63.6% | -8.1% |
| All | -13.4% | -76.7% | +63.3% | -8.1% |
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