-70.8%
ADVB vs SBAC
-12.3%
-58.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.9% | +6.1% | +3.1% |
| 7D | -13.9% | +1.2% | -15.1% | -13.1% |
| 30D | -68.1% | +11.2% | -79.3% | -65.9% |
| 3M | -73.4% | +4.5% | -77.8% | -71.6% |
| 6M | -70.8% | -12.2% | -58.6% | -68.4% |
| All | -70.8% | -12.3% | -58.5% | -68.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling