+26.8%
AVA vs SPY
+71.5%
-44.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -1.1% |
| 7D | +4.4% | +0.1% | +4.3% | +4.3% |
| 30D | +12.9% | -3.3% | +16.2% | +13.8% |
| 3M | +4.8% | -2.4% | +7.2% | +5.3% |
| 6M | +0.6% | +2.6% | -2.0% | -0.4% |
| YTD | +7.8% | +11.2% | -3.4% | +3.9% |
| 1Y | +2.9% | +13.4% | -10.4% | -1.5% |
| 3Y | +38.7% | +79.9% | -41.2% | +9.6% |
| 5Y | +26.8% | +72.2% | -45.4% | -2.5% |
| All | +26.8% | +71.5% | -44.7% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling