+46.6%
SPYG vs ADVB
-88.8%
+135.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | -0.5% |
| 7D | +1.2% | -14.0% | +15.2% | +1.3% |
| 30D | -1.6% | +41.0% | -42.5% | -1.7% |
| 3M | +3.4% | +127.9% | -124.6% | +1.5% |
| 6M | +18.9% | +101.3% | -82.4% | +15.9% |
| YTD | +13.8% | +53.8% | -40.0% | +11.6% |
| 1Y | +20.6% | +4.4% | +16.2% | +18.6% |
| All | +46.6% | -88.8% | +135.4% | +67.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling