-57.7%
AVD vs SPY
+21.3%
-79.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.6% | -3.5% |
| 7D | +5.5% | +0.3% | +5.2% | +5.2% |
| 30D | -7.6% | +0.2% | -7.9% | -7.9% |
| 3M | -6.9% | +2.8% | -9.7% | -9.3% |
| 6M | -50.7% | +14.3% | -65.0% | -56.4% |
| YTD | -39.8% | +14.0% | -53.8% | -46.9% |
| All | -57.7% | +21.3% | -79.0% | -62.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling