+104.5%
AVBH vs SPY
+318.9%
-214.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | -0.3% | -2.0% | +1.7% | +0.3% |
| 30D | -3.3% | -1.7% | -1.6% | -2.8% |
| 3M | -0.9% | +4.7% | -5.6% | -2.3% |
| 6M | +12.7% | +12.5% | +0.2% | +8.7% |
| YTD | +19.0% | +11.7% | +7.3% | +15.0% |
| 1Y | +23.4% | +17.5% | +5.9% | +17.6% |
| 3Y | +45.3% | +76.6% | -31.3% | +22.4% |
| 5Y | +40.1% | +82.0% | -41.9% | +16.0% |
| All | +104.5% | +318.9% | -214.4% | +46.9% |
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 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