+153.9%
FTI vs ADVB
-96.8%
+250.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -23.6% | +25.6% | +2.6% |
| 7D | +4.3% | +27.8% | -23.5% | +3.3% |
| 30D | -4.7% | -50.8% | +46.1% | -3.5% |
| 3M | -13.5% | -70.5% | +57.0% | -11.5% |
| 6M | -8.7% | -46.7% | +38.0% | -8.9% |
| YTD | +49.0% | -56.7% | +105.7% | +48.2% |
| 1Y | +54.0% | -71.8% | +125.8% | +56.2% |
| All | +153.9% | -96.8% | +250.7% | +243.0% |
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 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