+54.2%
AVAH vs SPY
+67.4%
-13.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.5% |
| 7D | +0.7% | -2.7% | +3.4% | +4.1% |
| 30D | +7.6% | -5.4% | +13.0% | +15.0% |
| 3M | +42.3% | -4.1% | +46.4% | +49.6% |
| 6M | +96.0% | +0.7% | +95.3% | +92.4% |
| YTD | +62.2% | +8.7% | +53.5% | +44.2% |
| 1Y | +53.5% | +10.9% | +42.7% | +33.0% |
| 3Y | +795.3% | +75.0% | +720.3% | +359.2% |
| All | +54.2% | +67.4% | -13.1% | -15.2% |
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