-22.7%
ACI vs ADVB
-74.4%
+51.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.6% | +1.1% |
| 7D | -5.9% | -1.2% | -4.7% | -5.9% |
| 30D | +7.2% | -61.4% | +68.6% | +3.7% |
| 3M | +8.8% | -67.8% | +76.6% | +4.9% |
| 6M | -17.2% | -66.9% | +49.7% | -20.3% |
| YTD | -21.3% | -64.9% | +43.6% | -23.3% |
| All | -22.7% | -74.4% | +51.7% | -23.4% |
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