-92.0%
AVAT vs SPY
+26.1%
-118.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -4.4% | -9.8% | -11.7% |
| 7D | -25.2% | -4.7% | -20.5% | -22.9% |
| 30D | -61.4% | -5.9% | -55.4% | -59.9% |
| 3M | +133.9% | -4.5% | +138.5% | +141.7% |
| 6M | -92.4% | +1.8% | -94.2% | -92.1% |
| YTD | -92.3% | +8.3% | -100.6% | -92.0% |
| 1Y | -92.3% | +9.3% | -101.7% | -92.0% |
| All | -92.0% | +26.1% | -118.1% | -91.6% |
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