+65.3%
AVDS vs SPY
+72.5%
-7.2%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.7% | +1.3% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | -1.2% | -3.3% | +2.1% | +1.3% |
| 3M | -3.2% | -2.4% | -0.8% | -1.5% |
| 6M | -1.5% | +2.6% | -4.1% | -3.3% |
| YTD | +11.7% | +11.2% | +0.4% | +3.5% |
| 1Y | +19.1% | +13.4% | +5.7% | +9.0% |
| 3Y | +80.2% | +79.9% | +0.3% | +14.0% |
| All | +65.3% | +72.5% | -7.2% | +7.7% |
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