-85.8%
ADV vs SPY
+81.8%
-167.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.2% |
| 7D | -5.4% | +0.5% | -5.9% | -6.0% |
| 30D | +9.6% | -0.9% | +10.6% | +10.8% |
| 3M | -17.2% | +3.9% | -21.1% | -21.0% |
| 6M | +93.0% | +14.5% | +78.5% | +62.1% |
| YTD | +40.4% | +12.9% | +27.4% | +20.8% |
| 1Y | -35.7% | +19.4% | -55.0% | -48.1% |
| 3Y | -54.3% | +78.5% | -132.7% | -75.8% |
| 5Y | -85.8% | +81.8% | -167.5% | -92.7% |
| All | -85.8% | +81.8% | -167.5% | -92.7% |
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