+95.9%
SAN vs ADVB
-97.4%
+193.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.5% | +2.6% | +6.1% |
| 7D | +8.7% | -1.2% | +9.9% | +8.7% |
| 30D | -6.5% | -61.4% | +54.9% | -7.0% |
| 3M | -14.2% | -67.8% | +53.6% | -14.7% |
| 6M | +2.7% | -66.9% | +69.6% | +1.4% |
| YTD | +8.9% | -64.9% | +73.8% | +7.2% |
| 1Y | +23.4% | -74.8% | +98.1% | +22.2% |
| All | +95.9% | -97.4% | +193.3% | +119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling