-77.0%
ADVB vs SBAC
+2.4%
-79.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.8% | -10.4% | -2.0% |
| 7D | -29.5% | +5.8% | -35.3% | -27.6% |
| 30D | -66.9% | +20.8% | -87.7% | -64.0% |
| 3M | -73.7% | +4.8% | -78.5% | -72.5% |
| 6M | -64.8% | -9.1% | -55.6% | -64.3% |
| YTD | -64.0% | +3.1% | -67.1% | -64.5% |
| 1Y | -77.0% | +2.2% | -79.2% | -77.1% |
| All | -77.0% | +2.4% | -79.3% | -77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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