-97.4%
ADVB vs ACM
-27.7%
-69.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -2.2% | -7.4% | -10.4% |
| 7D | -28.0% | +5.1% | -33.1% | -26.4% |
| 30D | -70.2% | +11.5% | -81.7% | -68.7% |
| 3M | -76.1% | -10.5% | -65.6% | -77.2% |
| 6M | -72.3% | -20.4% | -51.9% | -72.7% |
| YTD | -67.5% | -28.9% | -38.6% | -67.6% |
| 1Y | -78.6% | -48.7% | -29.9% | -76.9% |
| All | -97.4% | -27.7% | -69.7% | -97.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling