-87.4%
ADV vs SPY
+157.0%
-244.4%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.0% | +4.8% |
| 7D | +2.2% | -2.0% | +4.2% | +3.6% |
| 30D | +8.1% | -1.7% | +9.7% | +9.3% |
| 3M | -15.3% | +4.7% | -20.0% | -18.1% |
| 6M | +93.9% | +12.5% | +81.4% | +77.3% |
| YTD | +48.3% | +11.7% | +36.6% | +36.9% |
| 1Y | -29.1% | +17.5% | -46.5% | -36.6% |
| 3Y | -51.7% | +76.6% | -128.2% | -65.3% |
| 5Y | -84.4% | +82.0% | -166.5% | -89.1% |
| All | -87.4% | +157.0% | -244.4% | -91.6% |
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