-54.3%
ADV vs SPY
+78.7%
-133.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.1% |
| 7D | -5.4% | +0.5% | -5.9% | -6.0% |
| 30D | +9.6% | -0.9% | +10.6% | +11.0% |
| 3M | -17.2% | +3.9% | -21.1% | -21.5% |
| 6M | +93.0% | +14.5% | +78.5% | +58.4% |
| YTD | +40.4% | +12.9% | +27.4% | +18.8% |
| 1Y | -35.7% | +19.4% | -55.0% | -49.8% |
| 3Y | -54.3% | +78.5% | -132.7% | -81.2% |
| All | -54.3% | +78.7% | -133.0% | -81.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling