-25.5%
FRSH vs ADVB
-97.4%
+71.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -1.1% |
| 7D | -16.0% | -4.1% | -12.0% | -16.0% |
| 30D | -14.7% | -60.3% | +45.6% | -14.6% |
| 3M | -0.8% | -73.3% | +72.5% | -0.7% |
| 6M | +34.5% | -65.9% | +100.5% | +32.3% |
| YTD | -3.0% | -63.9% | +60.8% | -5.0% |
| 1Y | +4.9% | -74.1% | +79.0% | +3.2% |
| All | -25.5% | -97.4% | +71.8% | -14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling