-97.1%
ADVB vs SBAC
-9.8%
-87.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.4% | +3.0% |
| 7D | -4.1% | +3.6% | -7.7% | -3.4% |
| 30D | -60.3% | +4.9% | -65.2% | -59.8% |
| 3M | -73.3% | +6.5% | -79.8% | -72.7% |
| 6M | -65.9% | -11.1% | -54.8% | -65.0% |
| YTD | -63.9% | +0.9% | -64.8% | -63.8% |
| 1Y | -74.1% | -1.6% | -72.6% | -73.8% |
| All | -97.1% | -9.8% | -87.4% | -96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling