-99.7%
ABVC vs SPY
+313.4%
-413.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -4.0% |
| 7D | +15.7% | +0.1% | +15.6% | +15.7% |
| 30D | -5.0% | +0.1% | -5.0% | -5.0% |
| 3M | -33.3% | +2.0% | -35.3% | -33.2% |
| 6M | -33.8% | +13.0% | -46.8% | -33.0% |
| YTD | -54.9% | +13.5% | -68.5% | -54.4% |
| 1Y | -64.7% | +20.0% | -84.7% | -63.9% |
| 3Y | -22.6% | +77.2% | -99.8% | -11.3% |
| 5Y | -97.0% | +81.9% | -178.9% | -96.7% |
| All | -99.7% | +313.4% | -413.2% | -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