-42.7%
FND vs ADVB
+15.2%
-58.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.7% |
| 7D | -5.2% | -3.8% | -1.5% | -5.3% |
| 30D | -19.9% | +17.6% | -37.4% | -19.0% |
| 3M | +2.7% | +119.1% | -116.4% | +8.0% |
| 6M | -21.7% | +103.4% | -125.1% | -16.4% |
| YTD | -17.5% | +59.8% | -77.4% | -11.8% |
| All | -42.7% | +15.2% | -58.0% | -39.5% |
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