+88.8%
SAN vs ADVB
-97.6%
+186.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.5% | +9.0% | -0.5% |
| 7D | +3.5% | -28.0% | +31.5% | +3.4% |
| 30D | -13.2% | -70.2% | +57.0% | -13.8% |
| 3M | -16.9% | -76.1% | +59.1% | -17.6% |
| 6M | +2.3% | -72.3% | +74.7% | +1.0% |
| YTD | +4.9% | -67.5% | +72.4% | +3.3% |
| 1Y | +20.4% | -78.6% | +99.0% | +19.4% |
| All | +88.8% | -97.6% | +186.4% | +111.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling