-96.5%
ADVB vs ACM
-23.6%
-72.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.6% | +0.6% | -24.1% | -23.3% |
| 7D | +27.8% | +5.6% | +22.1% | +30.6% |
| 30D | -50.8% | +20.8% | -71.6% | -46.6% |
| 3M | -70.5% | +11.4% | -81.9% | -68.9% |
| 6M | -46.7% | +0.9% | -47.7% | -45.5% |
| YTD | -56.7% | -24.8% | -31.9% | -55.9% |
| 1Y | -71.8% | -46.4% | -25.3% | -68.7% |
| All | -96.5% | -23.6% | -72.9% | -97.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling