+39.1%
SPYG vs ADVB
-96.8%
+136.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -23.6% | +22.7% | -0.7% |
| 7D | +2.3% | +27.8% | -25.4% | +2.1% |
| 30D | -6.5% | -50.8% | +44.3% | -6.3% |
| 3M | -6.8% | -70.5% | +63.7% | -6.5% |
| 6M | -3.1% | -46.7% | +43.6% | -4.3% |
| YTD | +8.0% | -56.7% | +64.7% | +6.4% |
| 1Y | +10.2% | -71.8% | +82.0% | +9.9% |
| All | +39.1% | -96.8% | +136.0% | +59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling