+1,329.4%
ABVX vs SPY
+85.6%
+1,243.8%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.5% | +0.9% |
| 7D | +3.4% | -0.8% | +4.1% | +4.6% |
| 30D | -5.5% | -1.1% | -4.4% | -3.9% |
| 3M | +17.6% | +3.9% | +13.8% | +10.3% |
| 6M | +5.6% | +13.6% | -8.0% | -14.7% |
| YTD | -12.0% | +12.7% | -24.7% | -28.4% |
| 1Y | +38.0% | +17.5% | +20.5% | +3.5% |
| All | +1,329.4% | +85.6% | +1,243.8% | +652.0% |
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 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