-92.5%
AVAT vs SPY
+32.2%
-124.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.6% |
| 7D | +14.6% | +0.1% | +14.5% | +14.6% |
| 30D | +118.4% | +0.1% | +118.4% | +118.4% |
| 3M | -90.7% | +2.0% | -92.6% | -90.6% |
| 6M | -92.9% | +13.0% | -105.9% | -92.9% |
| YTD | -92.8% | +13.5% | -106.4% | -92.8% |
| 1Y | -92.7% | +20.0% | -112.7% | -92.7% |
| All | -92.5% | +32.2% | -124.7% | -92.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling