+24.9%
ABEV vs SPY
+82.8%
-57.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | +5.6% | +0.1% | +5.5% | +5.5% |
| 30D | -0.3% | +0.1% | -0.4% | -0.4% |
| 3M | -2.6% | +2.0% | -4.6% | -3.8% |
| 6M | +1.6% | +13.0% | -11.4% | -5.0% |
| YTD | +22.6% | +13.5% | +9.1% | +14.2% |
| 1Y | +38.3% | +20.0% | +18.3% | +24.8% |
| 3Y | +25.1% | +77.2% | -52.1% | -11.8% |
| All | +24.9% | +82.8% | -57.8% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling