-10.5%
SAP vs ADVB
-97.6%
+87.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -9.5% | +11.0% | +1.4% |
| 7D | +4.0% | -28.0% | +32.1% | +3.7% |
| 30D | +15.7% | -70.2% | +85.9% | +14.6% |
| 3M | +23.4% | -76.1% | +99.5% | +22.1% |
| 6M | +41.3% | -72.3% | +113.6% | +39.0% |
| YTD | +2.0% | -67.5% | +69.5% | -0.2% |
| 1Y | -5.1% | -78.6% | +73.5% | -5.8% |
| All | -10.5% | -97.6% | +87.1% | +8.5% |
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