+35.9%
SPYG vs ADVB
-97.5%
+133.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.3% | +0.9% |
| 7D | -3.6% | -13.9% | +10.3% | -3.5% |
| 30D | -11.2% | -68.1% | +57.0% | -10.7% |
| 3M | -8.1% | -73.4% | +65.3% | -7.5% |
| 6M | -3.3% | -70.8% | +67.5% | -3.7% |
| YTD | +5.5% | -66.1% | +71.6% | +4.2% |
| 1Y | +7.0% | -77.5% | +84.5% | +6.9% |
| All | +35.9% | -97.5% | +133.5% | +55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling