+955.2%
ABVX vs SPY
+83.6%
+871.6%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.3% |
| 7D | +2.2% | +2.6% | -0.4% | -2.0% |
| 30D | -0.5% | -2.0% | +1.5% | +3.0% |
| 3M | -27.9% | -2.8% | -25.1% | -24.7% |
| 6M | -28.2% | +2.1% | -30.3% | -31.0% |
| YTD | -35.1% | +11.5% | -46.5% | -46.3% |
| 1Y | -13.2% | +13.5% | -26.7% | -30.3% |
| 3Y | +734.1% | +77.7% | +656.4% | +352.3% |
| All | +955.2% | +83.6% | +871.6% | +464.0% |
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 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