+16.8%
AVAH vs SPY
+95.9%
-79.0%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +3.2% |
| 7D | +6.2% | -0.4% | +6.6% | +6.7% |
| 30D | +48.2% | -1.4% | +49.6% | +50.9% |
| 3M | +104.1% | +3.7% | +100.4% | +94.8% |
| 6M | +92.1% | +13.0% | +79.1% | +64.0% |
| YTD | +71.6% | +12.4% | +59.2% | +47.2% |
| 1Y | +69.7% | +18.5% | +51.2% | +36.4% |
| 3Y | +908.6% | +77.6% | +831.0% | +416.2% |
| 5Y | +53.2% | +81.7% | -28.5% | -22.1% |
| All | +16.8% | +95.9% | -79.0% | -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