+49.6%
AVA vs SPY
+306.4%
-256.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.6% |
| 7D | +5.5% | -0.6% | +6.1% | +5.7% |
| 30D | +13.3% | -3.7% | +17.0% | +15.3% |
| 3M | +6.6% | -2.7% | +9.3% | +7.9% |
| 6M | +1.0% | +2.2% | -1.2% | -0.7% |
| YTD | +8.2% | +10.8% | -2.6% | +1.5% |
| 1Y | +2.6% | +11.2% | -8.6% | -4.0% |
| 3Y | +39.8% | +76.5% | -36.7% | -2.7% |
| 5Y | +25.3% | +72.9% | -47.6% | -12.9% |
| All | +49.6% | +306.4% | -256.8% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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