-34.7%
ACI vs ADVB
-97.5%
+62.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.2% | -7.6% | -3.3% |
| 7D | -2.2% | -13.9% | +11.7% | -2.6% |
| 30D | +10.3% | -68.1% | +78.4% | +7.0% |
| 3M | +7.2% | -73.4% | +80.6% | +3.8% |
| 6M | -18.0% | -70.8% | +52.8% | -20.5% |
| YTD | -22.0% | -66.1% | +44.1% | -24.1% |
| 1Y | -23.4% | -77.5% | +54.1% | -25.4% |
| All | -34.7% | -97.5% | +62.8% | -32.9% |
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