-25.2%
FRSH vs ADVB
-89.4%
+64.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.3% | +3.9% | -1.4% |
| 7D | -9.6% | -13.0% | +3.4% | -9.5% |
| 30D | -0.4% | +7.5% | -7.9% | -0.4% |
| 3M | +27.2% | +129.1% | -101.9% | +24.0% |
| 6M | +42.2% | +71.7% | -29.5% | +38.5% |
| YTD | -2.6% | +45.5% | -48.2% | -4.8% |
| 1Y | -10.2% | -2.7% | -7.4% | -11.9% |
| All | -25.2% | -89.4% | +64.2% | -13.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling