-74.9%
ADVB vs ACM
-46.1%
-28.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.2% | -1.7% | +6.3% |
| 7D | -1.2% | +6.9% | -8.1% | +2.4% |
| 30D | -61.4% | +19.1% | -80.5% | -57.2% |
| 3M | -67.8% | -6.9% | -60.9% | -69.4% |
| 6M | -66.9% | -12.0% | -54.8% | -66.9% |
| YTD | -64.9% | -25.1% | -39.8% | -64.9% |
| All | -74.9% | -46.1% | -28.8% | -72.1% |
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 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