+19.4%
SPYM vs ADVB
+10.9%
+8.6%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.3% | -0.6% |
| 7D | +0.6% | -14.0% | +14.6% | +0.5% |
| 30D | -0.9% | +41.0% | -41.9% | -0.7% |
| 3M | +3.9% | +127.9% | -124.0% | +4.4% |
| 6M | +14.5% | +101.3% | -86.8% | +15.0% |
| YTD | +13.0% | +53.8% | -40.8% | +13.4% |
| 1Y | +19.4% | +4.4% | +15.0% | +19.4% |
| All | +19.4% | +10.9% | +8.6% | +19.4% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling