-97.1%
ADVB vs ACM
-23.5%
-73.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +3.2% |
| 7D | -4.1% | +6.6% | -10.7% | -1.7% |
| 30D | -60.3% | +19.8% | -80.0% | -57.1% |
| 3M | -73.3% | -3.1% | -70.2% | -73.8% |
| 6M | -65.9% | -11.5% | -54.4% | -65.5% |
| YTD | -63.9% | -24.7% | -39.2% | -63.2% |
| 1Y | -74.1% | -45.1% | -29.1% | -71.6% |
| All | -97.1% | -23.5% | -73.6% | -97.6% |
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