-100.0%
ABVC vs SPY
+837.5%
-937.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.4% | +1.5% | -67.4% |
| 7D | -6.6% | -4.7% | -1.9% | -72.6% |
| 30D | +0.1% | -5.9% | +6.0% | -77.1% |
| 3M | -3.9% | -4.5% | +0.7% | -77.5% |
| 6M | -5.7% | +1.8% | -7.5% | -68.9% |
| YTD | -54.4% | +8.3% | -62.7% | -84.2% |
| 1Y | -66.4% | +9.3% | -75.7% | -90.0% |
| 3Y | -17.0% | +74.9% | -91.9% | -108.5% |
| 5Y | -97.4% | +67.3% | -164.7% | -100.0% |
| 10Y | -99.7% | +311.6% | -411.3% | -100.0% |
| All | -100.0% | +837.5% | -937.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling