+1,424.0%
ABEV vs SPY
+1,470.5%
-46.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.4% | -2.7% |
| 7D | +2.6% | +0.1% | +2.5% | +2.4% |
| 30D | -13.5% | -3.3% | -10.2% | -11.8% |
| 3M | -7.6% | -2.4% | -5.2% | -6.3% |
| 6M | -15.5% | +2.6% | -18.0% | -17.3% |
| YTD | +12.6% | +11.2% | +1.3% | +4.3% |
| 1Y | +14.4% | +13.4% | +1.0% | +4.6% |
| 3Y | +17.4% | +79.9% | -62.5% | -22.9% |
| 5Y | +9.0% | +72.2% | -63.2% | -27.1% |
| 10Y | -27.5% | +307.3% | -334.8% | -72.5% |
| All | +1,424.0% | +1,470.5% | -46.5% | +275.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling