+4.1%
ACN vs ADVB
-72.7%
+76.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -23.6% | +23.8% | -0.1% |
| 7D | -3.8% | +27.8% | -31.6% | -3.4% |
| 30D | +16.5% | -50.8% | +67.3% | +16.4% |
| 3M | +41.5% | -70.5% | +112.0% | +41.0% |
| 6M | +60.1% | -46.7% | +106.8% | +58.4% |
| YTD | -3.9% | -56.7% | +52.7% | -2.8% |
| 1Y | +4.1% | -71.8% | +75.9% | +3.8% |
| All | +4.1% | -72.7% | +76.8% | +3.8% |
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 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