+19.9%
SAN vs ADVB
-74.4%
+94.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.5% | +2.6% | +6.2% |
| 7D | +8.7% | -1.2% | +9.9% | +8.7% |
| 30D | -6.5% | -61.4% | +54.9% | -7.5% |
| 3M | -14.2% | -67.8% | +53.6% | -15.3% |
| 6M | +2.7% | -66.9% | +69.6% | +0.8% |
| YTD | +8.9% | -64.9% | +73.8% | +6.5% |
| All | +19.9% | -74.4% | +94.3% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling