-97.3%
ADVB vs ACM
-27.7%
-69.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | -13.9% | +5.4% | -19.3% | -11.9% |
| 30D | -68.1% | +15.1% | -83.2% | -66.1% |
| 3M | -73.4% | -10.5% | -62.9% | -74.6% |
| 6M | -70.8% | -19.7% | -51.1% | -71.2% |
| YTD | -66.1% | -28.8% | -37.3% | -66.2% |
| 1Y | -77.5% | -47.9% | -29.6% | -75.8% |
| All | -97.3% | -27.7% | -69.6% | -97.8% |
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