+38.0%
ABVX vs SPY
+18.1%
+19.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.5% | +1.5% |
| 7D | +3.4% | -0.8% | +4.1% | +4.1% |
| 30D | -5.5% | -1.1% | -4.4% | -4.6% |
| 3M | +17.6% | +3.9% | +13.8% | +13.3% |
| 6M | +5.6% | +13.6% | -8.0% | -7.6% |
| YTD | -12.0% | +12.7% | -24.7% | -23.3% |
| 1Y | +38.0% | +17.5% | +20.5% | +18.9% |
| All | +38.0% | +18.1% | +19.9% | +18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling