-89.4%
AVAT vs SPY
+29.0%
-118.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | -0.4% | +14.6% | +14.5% |
| 7D | +17.7% | -0.6% | +18.3% | +18.7% |
| 30D | -18.0% | -3.7% | -14.3% | -16.0% |
| 3M | +210.7% | -2.7% | +213.4% | +217.1% |
| 6M | -90.1% | +2.2% | -92.3% | -89.8% |
| YTD | -89.9% | +10.8% | -100.7% | -89.6% |
| 1Y | -89.9% | +11.2% | -101.1% | -89.6% |
| All | -89.4% | +29.0% | -118.5% | -89.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling