-9.4%
ABVC vs SPY
+75.1%
-84.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.5% |
| 7D | -3.1% | -2.7% | -0.4% | -0.4% |
| 30D | -3.1% | -5.4% | +2.3% | +2.5% |
| 3M | -5.0% | -4.1% | -0.9% | -0.7% |
| 6M | -11.9% | +0.7% | -12.6% | -12.5% |
| YTD | -54.5% | +8.7% | -63.2% | -58.1% |
| 1Y | -65.9% | +10.9% | -76.8% | -69.0% |
| 3Y | -9.4% | +75.0% | -84.4% | -27.3% |
| All | -9.4% | +75.1% | -84.5% | -27.3% |
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