-43.7%
ACN vs ADVB
-88.3%
+44.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.3% |
| 7D | -1.5% | -3.8% | +2.2% | -1.5% |
| 30D | +9.4% | +17.6% | -8.2% | +9.3% |
| 3M | +5.6% | +119.1% | -113.5% | +3.9% |
| 6M | -9.3% | +103.4% | -112.6% | -11.1% |
| YTD | -29.0% | +59.8% | -88.8% | -30.0% |
| 1Y | -24.7% | +8.5% | -33.2% | -25.6% |
| All | -43.7% | -88.3% | +44.6% | -39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling