-36.7%
ACI vs ADVB
-88.3%
+51.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.3% |
| 7D | +0.2% | -3.8% | +3.9% | +0.1% |
| 30D | +5.9% | +17.6% | -11.7% | +6.6% |
| 3M | -19.8% | +119.1% | -138.9% | -19.0% |
| 6M | -24.7% | +103.4% | -128.1% | -23.9% |
| YTD | -24.4% | +59.8% | -84.2% | -23.4% |
| 1Y | -31.5% | +8.5% | -40.0% | -30.5% |
| All | -36.7% | -88.3% | +51.6% | -32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling