+22.2%
ACGL vs ADVB
-77.7%
+99.9%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.2% | -7.2% | -2.9% |
| 7D | +0.9% | -13.9% | +14.8% | +0.8% |
| 30D | +13.7% | -68.1% | +81.8% | +13.4% |
| 3M | +8.0% | -73.4% | +81.4% | +7.8% |
| 6M | +13.3% | -70.8% | +84.1% | +13.5% |
| YTD | +11.8% | -66.1% | +77.9% | +12.5% |
| 1Y | +22.2% | -77.5% | +99.7% | +22.0% |
| All | +22.2% | -77.7% | +99.9% | +22.0% |
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