-97.3%
ADVB vs SPY
+30.3%
-127.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | -13.9% | -2.7% | -11.2% | -12.6% |
| 30D | -68.1% | -5.4% | -62.7% | -67.2% |
| 3M | -73.4% | -4.1% | -69.3% | -72.8% |
| 6M | -70.8% | +0.7% | -71.5% | -71.0% |
| YTD | -66.1% | +8.7% | -74.8% | -68.4% |
| 1Y | -77.5% | +10.9% | -88.4% | -79.4% |
| All | -97.3% | +30.3% | -127.6% | -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