-74.1%
ADVB vs SPY
+11.9%
-86.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +2.9% |
| 7D | -4.1% | -0.6% | -3.5% | -3.9% |
| 30D | -60.3% | -3.7% | -56.6% | -61.0% |
| 3M | -73.3% | -2.7% | -70.6% | -73.5% |
| 6M | -65.9% | +2.2% | -68.1% | -64.9% |
| YTD | -63.9% | +10.8% | -74.7% | -64.4% |
| 1Y | -74.1% | +11.2% | -85.4% | -74.5% |
| All | -74.1% | +11.9% | -86.1% | -74.5% |
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