-97.4%
ABVC vs SPY
+67.0%
-164.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.4% | +1.5% | +0.3% |
| 7D | -6.6% | -4.7% | -1.9% | -3.3% |
| 30D | +0.1% | -5.9% | +6.0% | +4.6% |
| 3M | -3.9% | -4.5% | +0.7% | -0.4% |
| 6M | -5.7% | +1.8% | -7.5% | -6.7% |
| YTD | -54.4% | +8.3% | -62.7% | -56.7% |
| 1Y | -66.4% | +9.3% | -75.7% | -68.2% |
| 3Y | -17.0% | +74.9% | -91.9% | -37.7% |
| 5Y | -97.4% | +67.3% | -164.7% | -97.7% |
| All | -97.4% | +67.0% | -164.4% | -97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling