-32.7%
ACI vs ADVB
-97.4%
+64.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.9% | -0.8% | +2.3% |
| 7D | -0.6% | -4.1% | +3.5% | -0.7% |
| 30D | +9.5% | -60.3% | +69.8% | +7.0% |
| 3M | +10.1% | -73.3% | +83.4% | +6.5% |
| 6M | -15.4% | -65.9% | +50.5% | -17.8% |
| YTD | -19.5% | -63.9% | +44.3% | -21.6% |
| 1Y | -21.0% | -74.1% | +53.2% | -22.9% |
| All | -32.7% | -97.4% | +64.7% | -30.6% |
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