+11.0%
ACN vs ADVB
-77.7%
+88.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.2% | -6.0% | -1.7% |
| 7D | +0.9% | -13.9% | +14.8% | +0.7% |
| 30D | +33.5% | -68.1% | +101.7% | +32.7% |
| 3M | +53.5% | -73.4% | +126.8% | +52.4% |
| 6M | +52.2% | -70.8% | +123.0% | +49.3% |
| YTD | -0.1% | -66.1% | +66.0% | +0.6% |
| 1Y | +11.0% | -77.5% | +88.5% | +9.3% |
| All | +11.0% | -77.7% | +88.7% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling