+51.4%
AVBP vs SPY
+61.8%
-10.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.6% | -1.7% |
| 7D | +0.4% | +0.5% | -0.1% | 0.0% |
| 30D | -1.8% | -0.9% | -0.9% | -1.0% |
| 3M | -0.7% | +3.9% | -4.6% | -4.4% |
| 6M | +29.2% | +14.5% | +14.7% | +14.5% |
| YTD | +50.5% | +12.9% | +37.6% | +34.6% |
| 1Y | +49.8% | +19.4% | +30.5% | +28.4% |
| All | +51.4% | +61.8% | -10.4% | +11.2% |
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