-27.2%
ACHR vs ADVB
-89.4%
+62.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -5.3% | -0.3% | -5.3% |
| 7D | -2.7% | -13.0% | +10.3% | -1.8% |
| 30D | -12.1% | +7.5% | -19.6% | -12.8% |
| 3M | +3.4% | +129.1% | -125.7% | -7.9% |
| 6M | -15.6% | +71.7% | -87.4% | -25.8% |
| YTD | -26.9% | +45.5% | -72.4% | -34.7% |
| 1Y | -34.8% | -2.7% | -32.0% | -41.0% |
| All | -27.2% | -89.4% | +62.1% | -8.7% |
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