-14.2%
SAP vs ADVB
-97.5%
+83.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.2% | -8.3% | -4.1% |
| 7D | -0.7% | -13.9% | +13.2% | -0.8% |
| 30D | +11.1% | -68.1% | +79.2% | +10.1% |
| 3M | +17.0% | -73.4% | +90.4% | +15.9% |
| 6M | +34.8% | -70.8% | +105.6% | +32.8% |
| YTD | -2.2% | -66.1% | +63.9% | -4.3% |
| 1Y | -6.4% | -77.5% | +71.1% | -7.1% |
| All | -14.2% | -97.5% | +83.3% | +4.0% |
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 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