-33.6%
ACI vs ADVB
-97.1%
+63.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.0% | -11.3% | -1.1% |
| 7D | -5.3% | +10.5% | -15.8% | -5.0% |
| 30D | +5.0% | -56.0% | +61.1% | +2.9% |
| 3M | +7.5% | -70.1% | +77.7% | +4.4% |
| 6M | -16.0% | -53.7% | +37.7% | -18.1% |
| YTD | -20.6% | -60.3% | +39.6% | -22.4% |
| 1Y | -23.5% | -73.1% | +49.6% | -25.2% |
| All | -33.6% | -97.1% | +63.5% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling