+122.4%
AVBH vs SPY
+308.5%
-186.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +1.7% | +3.3% | -1.6% | +0.8% |
| 30D | +12.1% | -2.7% | +14.8% | +12.9% |
| 3M | +5.7% | -1.7% | +7.4% | +6.2% |
| 6M | +18.6% | +3.1% | +15.5% | +17.3% |
| YTD | +30.6% | +11.9% | +18.7% | +26.1% |
| 1Y | +38.4% | +12.0% | +26.4% | +33.6% |
| 3Y | +66.9% | +78.2% | -11.3% | +40.1% |
| 5Y | +40.2% | +73.2% | -33.0% | +17.6% |
| All | +122.4% | +308.5% | -186.1% | +72.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling