-87.9%
ADV vs SPY
+161.2%
-249.1%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.2% |
| 7D | -8.9% | +0.1% | -9.0% | -8.9% |
| 30D | -4.8% | +0.1% | -4.8% | -4.7% |
| 3M | -17.8% | +2.0% | -19.8% | -19.1% |
| 6M | +120.3% | +13.0% | +107.3% | +100.8% |
| YTD | +43.0% | +13.5% | +29.4% | +30.5% |
| 1Y | -27.7% | +20.0% | -47.7% | -36.3% |
| 3Y | -56.8% | +77.2% | -134.0% | -69.1% |
| 5Y | -85.8% | +81.9% | -167.7% | -90.1% |
| All | -87.9% | +161.2% | -249.1% | -92.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling