-73.1%
ADVB vs SPY
+13.0%
-86.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.3% | +8.6% | +10.0% |
| 7D | +10.5% | -0.9% | +11.4% | +9.9% |
| 30D | -56.0% | -2.4% | -53.7% | -56.8% |
| 3M | -70.1% | -1.2% | -69.0% | -70.3% |
| 6M | -53.7% | +3.3% | -57.0% | -52.3% |
| YTD | -60.3% | +12.3% | -72.6% | -60.8% |
| 1Y | -73.1% | +12.4% | -85.6% | -73.3% |
| All | -73.1% | +13.0% | -86.1% | -73.3% |
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