-44.5%
ACN vs ADVB
-89.8%
+45.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -7.5% | +10.8% | +3.4% |
| 7D | -1.5% | -12.3% | +10.8% | -1.5% |
| 30D | +2.1% | +7.8% | -5.7% | +2.1% |
| 3M | +11.1% | +104.2% | -93.1% | +9.2% |
| 6M | -6.8% | +58.1% | -65.0% | -8.5% |
| YTD | -30.0% | +40.2% | -70.3% | -31.0% |
| 1Y | -23.1% | -16.1% | -7.0% | -23.7% |
| All | -44.5% | -89.8% | +45.2% | -40.2% |
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