+99.6%
FTI vs ADVB
+10.9%
+88.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.8% | +1.7% | -2.1% |
| 7D | -0.2% | -14.0% | +13.8% | 0.0% |
| 30D | +12.3% | +41.0% | -28.6% | +11.8% |
| 3M | +13.8% | +127.9% | -114.2% | +13.3% |
| 6M | +24.3% | +101.3% | -77.1% | +23.5% |
| YTD | +75.8% | +53.8% | +22.0% | +75.4% |
| 1Y | +99.6% | +4.4% | +95.2% | +99.0% |
| All | +99.6% | +10.9% | +88.8% | +99.0% |
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