-89.0%
AVAT vs SPY
+30.3%
-119.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.4% | -4.6% |
| 7D | +36.3% | +3.3% | +33.0% | +33.8% |
| 30D | -18.0% | -2.7% | -15.4% | -16.6% |
| 3M | +218.7% | -1.7% | +220.5% | +223.6% |
| 6M | -89.7% | +3.1% | -92.8% | -89.5% |
| YTD | -89.5% | +11.9% | -101.4% | -89.3% |
| 1Y | -89.5% | +12.0% | -101.5% | -89.3% |
| All | -89.0% | +30.3% | -119.3% | -88.8% |
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