+143.4%
FTI vs ADVB
-97.5%
+240.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.2% | -1.1% | +3.0% |
| 7D | -7.6% | -13.9% | +6.3% | -7.3% |
| 30D | -7.1% | -68.1% | +61.0% | -4.6% |
| 3M | -8.7% | -73.4% | +64.7% | -6.1% |
| 6M | -14.0% | -70.8% | +56.8% | -12.6% |
| YTD | +42.8% | -66.1% | +108.9% | +43.5% |
| 1Y | +50.4% | -77.5% | +127.9% | +53.9% |
| All | +143.4% | -97.5% | +240.9% | +232.1% |
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