-95.5%
ADVB vs SBAC
-11.5%
-84.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +42.7% | -1.2% | +43.8% | +42.4% |
| 7D | +74.2% | -2.7% | +76.9% | +73.4% |
| 30D | -35.9% | +3.3% | -39.1% | -35.2% |
| 3M | -56.4% | +3.3% | -59.7% | -55.7% |
| 6M | -36.7% | -10.9% | -25.8% | -35.2% |
| YTD | -43.3% | -1.0% | -42.3% | -43.4% |
| 1Y | -63.4% | -4.5% | -58.9% | -62.7% |
| All | -95.5% | -11.5% | -84.0% | -95.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling