-84.9%
AVD vs SPY
+80.9%
-165.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.7% |
| 7D | -6.4% | -0.4% | -6.0% | -6.1% |
| 30D | -3.5% | -1.4% | -2.1% | -2.4% |
| 3M | -26.1% | +3.7% | -29.8% | -28.2% |
| 6M | -50.9% | +13.0% | -63.9% | -55.3% |
| YTD | -42.1% | +12.4% | -54.5% | -47.2% |
| 1Y | -59.0% | +18.5% | -77.5% | -64.1% |
| 3Y | -83.0% | +77.6% | -160.7% | -89.1% |
| All | -84.9% | +80.9% | -165.8% | -90.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling