+7.0%
ACN vs ADVB
-74.4%
+81.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.5% | -5.9% | -2.3% |
| 7D | -2.5% | -1.2% | -1.3% | -2.5% |
| 30D | +22.6% | -61.4% | +84.0% | +22.0% |
| 3M | +45.9% | -67.8% | +113.7% | +45.3% |
| 6M | +43.8% | -66.9% | +110.7% | +41.4% |
| YTD | -2.5% | -64.9% | +62.4% | -1.8% |
| All | +7.0% | -74.4% | +81.4% | +6.8% |
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