-18.6%
ABVC vs SPY
+77.4%
-96.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.7% |
| 7D | +15.7% | +0.1% | +15.6% | +15.7% |
| 30D | -5.0% | +0.1% | -5.0% | -4.8% |
| 3M | -33.3% | +2.0% | -35.3% | -34.3% |
| 6M | -33.8% | +13.0% | -46.8% | -40.1% |
| YTD | -54.9% | +13.5% | -68.5% | -59.3% |
| 1Y | -64.7% | +20.0% | -84.7% | -69.1% |
| All | -18.6% | +77.4% | -96.0% | +9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling