-77.0%
ADVB vs ACM
-46.6%
-30.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.9% | -7.5% | -2.8% |
| 7D | -29.5% | +9.5% | -39.1% | -25.4% |
| 30D | -66.9% | +14.7% | -81.6% | -63.9% |
| 3M | -73.7% | -9.5% | -64.2% | -75.3% |
| 6M | -64.8% | -18.0% | -46.7% | -65.7% |
| YTD | -64.0% | -27.3% | -36.8% | -64.6% |
| 1Y | -77.0% | -47.0% | -30.0% | -75.3% |
| All | -77.0% | -46.6% | -30.4% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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