-97.2%
ADVB vs SBAC
-10.3%
-86.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.6% |
| 7D | -1.2% | +3.0% | -4.2% | -0.6% |
| 30D | -61.4% | +4.3% | -65.7% | -61.0% |
| 3M | -67.8% | +4.1% | -72.0% | -67.2% |
| 6M | -66.9% | -11.6% | -55.3% | -66.0% |
| YTD | -64.9% | +0.4% | -65.3% | -64.9% |
| 1Y | -74.8% | -1.1% | -73.6% | -74.5% |
| All | -97.2% | -10.3% | -86.9% | -96.9% |
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