+14.5%
SAN vs ADVB
-72.7%
+87.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -23.6% | +24.2% | +0.3% |
| 7D | +4.0% | +27.8% | -23.8% | +4.5% |
| 30D | -7.8% | -50.8% | +43.0% | -8.4% |
| 3M | -16.4% | -70.5% | +54.1% | -17.5% |
| 6M | +3.5% | -46.7% | +50.3% | +2.4% |
| YTD | +6.7% | -56.7% | +63.4% | +4.8% |
| 1Y | +14.5% | -71.8% | +86.3% | +13.4% |
| All | +14.5% | -72.7% | +87.2% | +13.4% |
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