-16.0%
FND vs ADVB
-73.0%
+57.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.0% | -10.7% | -0.3% |
| 7D | -4.4% | +10.5% | -14.9% | -4.0% |
| 30D | +14.5% | -56.0% | +70.5% | +11.2% |
| 3M | -15.6% | -70.1% | +54.5% | -19.0% |
| 6M | +4.7% | -53.7% | +58.4% | +4.4% |
| YTD | -16.1% | -60.3% | +44.1% | -13.0% |
| 1Y | -16.0% | -73.1% | +57.1% | -10.7% |
| All | -16.0% | -73.0% | +57.0% | -10.7% |
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