-27.4%
ABEV vs SPY
+312.5%
-339.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.6% |
| 7D | +0.7% | -0.4% | +1.0% | +0.9% |
| 30D | +2.4% | -1.4% | +3.8% | +3.4% |
| 3M | -3.3% | +3.7% | -7.0% | -6.0% |
| 6M | +0.6% | +13.0% | -12.4% | -8.2% |
| YTD | +22.2% | +12.4% | +9.8% | +11.8% |
| 1Y | +36.0% | +18.5% | +17.4% | +19.2% |
| 3Y | +27.0% | +77.6% | -50.7% | -20.6% |
| 5Y | +24.1% | +81.7% | -57.6% | -24.9% |
| 10Y | -27.4% | +319.7% | -347.0% | -80.8% |
| All | -27.4% | +312.5% | -339.9% | -80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling