-97.4%
ADVB vs SBAC
-9.0%
-88.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -1.2% | -8.3% | -9.7% |
| 7D | -28.0% | +4.4% | -32.5% | -27.4% |
| 30D | -70.2% | +13.8% | -84.0% | -69.5% |
| 3M | -76.1% | +9.0% | -85.0% | -75.5% |
| 6M | -72.3% | -10.0% | -62.3% | -71.5% |
| YTD | -67.5% | +1.8% | -69.3% | -67.4% |
| 1Y | -78.6% | +1.1% | -79.7% | -78.4% |
| All | -97.4% | -9.0% | -88.4% | -97.1% |
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 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