+8.8%
FRSH vs ADVB
-61.6%
+70.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +42.7% | -37.8% | +4.7% |
| 7D | -0.2% | +74.2% | -74.4% | -0.4% |
| 30D | -8.8% | -35.9% | +27.0% | -9.4% |
| 3M | +8.8% | -56.4% | +65.2% | +8.0% |
| 6M | +49.1% | -36.7% | +85.8% | +44.4% |
| YTD | +3.4% | -43.3% | +46.8% | +2.2% |
| 1Y | +8.8% | -63.4% | +72.2% | +12.5% |
| All | +8.8% | -61.6% | +70.4% | +12.5% |
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