-99.7%
ABVC vs SPY
+308.5%
-408.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.5% | -2.9% |
| 7D | -0.7% | +3.3% | -4.0% | -0.5% |
| 30D | -1.5% | -2.7% | +1.2% | -1.8% |
| 3M | +0.4% | -1.7% | +2.2% | +0.2% |
| 6M | -8.2% | +3.1% | -11.3% | -7.9% |
| YTD | -54.7% | +11.9% | -66.6% | -54.3% |
| 1Y | -67.8% | +12.0% | -79.7% | -67.4% |
| 3Y | -9.1% | +78.2% | -87.2% | +4.5% |
| 5Y | -97.1% | +73.2% | -170.3% | -96.9% |
| All | -99.7% | +308.5% | -408.2% | -99.5% |
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