-24.3%
FRSH vs ADVB
-97.1%
+72.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.0% | -8.3% | +1.7% |
| 7D | -8.9% | +10.5% | -19.4% | -8.9% |
| 30D | -13.2% | -56.0% | +42.8% | -13.2% |
| 3M | +0.9% | -70.1% | +71.1% | +1.0% |
| 6M | +40.3% | -53.7% | +94.0% | +37.4% |
| YTD | -1.4% | -60.3% | +58.9% | -3.5% |
| 1Y | +3.8% | -73.1% | +76.9% | +2.2% |
| All | -24.3% | -97.1% | +72.8% | -12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling