-14.9%
ACI vs ADVB
-35.2%
+20.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +42.7% | -41.4% | +3.4% |
| 7D | -0.5% | +74.2% | -74.7% | +2.8% |
| 30D | +4.9% | -35.9% | +40.8% | +3.1% |
| 3M | +11.1% | -56.4% | +67.6% | +7.4% |
| 6M | -14.9% | -36.7% | +21.8% | -16.8% |
| All | -14.9% | -35.2% | +20.3% | -16.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling