-42.7%
ACHR vs ADVB
-95.9%
+53.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +42.7% | -53.6% | -13.3% |
| 7D | +11.9% | +74.2% | -62.3% | +7.3% |
| 30D | -2.5% | -35.9% | +33.4% | -0.4% |
| 3M | -31.2% | -56.4% | +25.3% | -28.3% |
| 6M | -32.2% | -36.7% | +4.5% | -35.5% |
| YTD | -42.4% | -43.3% | +0.9% | -45.9% |
| 1Y | -49.9% | -63.4% | +13.4% | -50.8% |
| All | -42.7% | -95.9% | +53.1% | -24.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling