-77.0%
ADVB vs SPY
+14.6%
-91.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.7% | -6.2% | -3.8% |
| 7D | -29.5% | -0.7% | -28.8% | -29.9% |
| 30D | -66.9% | -1.0% | -65.8% | -67.2% |
| 3M | -73.7% | -0.3% | -73.4% | -73.7% |
| 6M | -64.8% | +7.3% | -72.1% | -63.7% |
| YTD | -64.0% | +13.3% | -77.4% | -64.3% |
| 1Y | -77.0% | +14.8% | -91.8% | -77.6% |
| All | -77.0% | +14.6% | -91.6% | -77.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling