+84.6%
SAN vs ADVB
-97.5%
+182.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.2% | -6.5% | -2.2% |
| 7D | +4.9% | -13.9% | +18.8% | +4.9% |
| 30D | -13.0% | -68.1% | +55.1% | -13.5% |
| 3M | -18.9% | -73.4% | +54.5% | -19.4% |
| 6M | -4.1% | -70.8% | +66.6% | -5.4% |
| YTD | +2.6% | -66.1% | +68.7% | +1.0% |
| 1Y | +16.9% | -77.5% | +94.4% | +15.9% |
| All | +84.6% | -97.5% | +182.1% | +107.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling