-87.2%
ADVB vs SBAC
-10.7%
-76.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.7% |
| 7D | -3.8% | -0.8% | -3.0% | -3.8% |
| 30D | +17.6% | +6.9% | +10.6% | +18.0% |
| 3M | +119.1% | -8.2% | +127.4% | +120.6% |
| 6M | +103.4% | -1.6% | +105.0% | +101.2% |
| YTD | +59.8% | -0.1% | +60.0% | +57.2% |
| 1Y | +8.5% | -0.5% | +9.0% | +6.0% |
| All | -87.2% | -10.7% | -76.5% | -86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling