+166.2%
AVD vs SPY
+3,091.8%
-2,925.6%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.6% |
| 7D | +6.4% | +0.1% | +6.3% | +6.2% |
| 30D | -9.0% | +0.1% | -9.0% | -9.1% |
| 3M | -7.2% | +2.0% | -9.2% | -9.0% |
| 6M | -49.8% | +13.0% | -62.8% | -54.8% |
| YTD | -39.0% | +13.5% | -52.5% | -45.4% |
| 1Y | -57.2% | +20.0% | -77.1% | -63.5% |
| 3Y | -82.9% | +77.2% | -160.1% | -89.6% |
| 5Y | -84.7% | +81.9% | -166.6% | -91.1% |
| 10Y | -85.5% | +314.1% | -399.6% | -95.7% |
| All | +166.2% | +3,091.8% | -2,925.6% | -73.6% |
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