-22.7%
ACN vs ADVB
-97.4%
+74.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.5% | -5.9% | -2.4% |
| 7D | -2.5% | -1.2% | -1.3% | -2.5% |
| 30D | +22.6% | -61.4% | +84.0% | +23.0% |
| 3M | +45.9% | -67.8% | +113.7% | +46.5% |
| 6M | +43.8% | -66.9% | +110.7% | +42.4% |
| YTD | -2.5% | -64.9% | +62.4% | -3.4% |
| 1Y | +6.5% | -74.8% | +81.2% | +6.2% |
| All | -22.7% | -97.4% | +74.8% | -16.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling