-97.2%
ADVB vs SPY
+33.4%
-130.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.2% | +2.4% |
| 7D | -1.2% | +0.1% | -1.3% | -1.0% |
| 30D | -61.4% | -3.3% | -58.1% | -60.7% |
| 3M | -67.8% | -2.4% | -65.4% | -67.3% |
| 6M | -66.9% | +2.6% | -69.4% | -67.4% |
| YTD | -64.9% | +11.2% | -76.1% | -67.6% |
| 1Y | -74.8% | +13.4% | -88.1% | -77.1% |
| All | -97.2% | +33.4% | -130.6% | -98.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling