+52.1%
AVBC vs SPY
+24.3%
+27.8%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | 0.0% | +0.1% | -0.2% | -0.1% |
| 30D | +1.9% | +0.1% | +1.8% | +1.8% |
| 3M | +16.6% | +2.0% | +14.6% | +15.4% |
| 6M | +16.5% | +13.0% | +3.4% | +8.2% |
| YTD | +32.5% | +13.5% | +18.9% | +22.7% |
| 1Y | +44.2% | +20.0% | +24.2% | +31.1% |
| All | +52.1% | +24.3% | +27.8% | +38.9% |
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