-87.6%
ADV vs SPY
+154.9%
-242.5%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.3% |
| 7D | +10.8% | -0.6% | +11.4% | +12.3% |
| 30D | +6.6% | -3.7% | +10.3% | +10.2% |
| 3M | +8.1% | -2.7% | +10.8% | +11.0% |
| 6M | -18.8% | +2.2% | -21.0% | -19.7% |
| YTD | +46.8% | +10.8% | +35.9% | +37.2% |
| 1Y | +1.7% | +11.2% | -9.5% | -5.0% |
| 3Y | -34.8% | +76.5% | -111.3% | -52.7% |
| 5Y | -86.0% | +72.9% | -159.0% | -90.0% |
| All | -87.6% | +154.9% | -242.5% | -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