-87.2%
ADVB vs ACM
-28.3%
-58.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.8% |
| 7D | -3.8% | -3.7% | 0.0% | -5.2% |
| 30D | +17.6% | -11.1% | +28.7% | +11.5% |
| 3M | +119.1% | -8.0% | +127.1% | +115.9% |
| 6M | +103.4% | -29.7% | +133.0% | +102.0% |
| YTD | +59.8% | -29.4% | +89.2% | +58.2% |
| 1Y | +8.5% | -46.4% | +55.0% | +14.0% |
| All | -87.2% | -28.3% | -58.9% | -89.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling