-96.5%
ADVB vs SBAC
-10.1%
-86.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.6% | +1.5% | -25.1% | -23.2% |
| 7D | +27.8% | +0.6% | +27.2% | +28.2% |
| 30D | -50.8% | +5.5% | -56.3% | -50.0% |
| 3M | -70.5% | +3.1% | -73.6% | -69.9% |
| 6M | -46.7% | -7.0% | -39.7% | -45.3% |
| YTD | -56.7% | +0.5% | -57.2% | -56.5% |
| 1Y | -71.8% | +0.2% | -72.0% | -71.6% |
| All | -96.5% | -10.1% | -86.4% | -96.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling