-24.5%
ACHR vs ADVB
-88.3%
+63.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -0.7% | -3.8% | +3.1% | -0.5% |
| 30D | +9.8% | +17.6% | -7.8% | +8.0% |
| 3M | -10.5% | +119.1% | -129.6% | -20.2% |
| 6M | -15.5% | +103.4% | -118.9% | -26.9% |
| YTD | -24.1% | +59.8% | -83.9% | -32.6% |
| 1Y | -32.4% | +8.5% | -41.0% | -39.5% |
| All | -24.5% | -88.3% | +63.9% | -5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling