+11.2%
SPYG vs ADVB
-76.7%
+87.9%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.8% | +1.2% |
| 7D | -2.8% | -29.5% | +26.8% | -2.8% |
| 30D | -6.2% | -66.9% | +60.7% | -6.6% |
| 3M | -3.6% | -73.7% | +70.1% | -4.0% |
| 6M | +4.8% | -64.8% | +69.5% | +3.9% |
| YTD | +11.0% | -64.0% | +75.0% | +9.8% |
| 1Y | +11.2% | -77.0% | +88.2% | +14.3% |
| All | +11.2% | -76.7% | +87.9% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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