-99.7%
ABVC vs SPY
+312.9%
-412.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -3.1% | -2.7% | -0.4% | -3.3% |
| 30D | -3.1% | -5.4% | +2.3% | -3.6% |
| 3M | -5.0% | -4.1% | -0.9% | -5.4% |
| 6M | -11.9% | +0.7% | -12.6% | -11.8% |
| YTD | -54.5% | +8.7% | -63.2% | -54.1% |
| 1Y | -65.9% | +10.9% | -76.8% | -65.5% |
| 3Y | -9.4% | +75.0% | -84.4% | +4.2% |
| 5Y | -97.4% | +67.8% | -165.2% | -97.2% |
| All | -99.7% | +312.9% | -412.6% | -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