+41.6%
AVGG vs SPY
+29.7%
+11.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -0.4% | -9.4% | -8.2% |
| 7D | +37.1% | +2.6% | +34.5% | +24.4% |
| 30D | -4.9% | -2.0% | -3.0% | +7.6% |
| 3M | -37.7% | -2.8% | -34.9% | -26.6% |
| 6M | -43.6% | +2.1% | -45.8% | -43.4% |
| YTD | -26.0% | +11.5% | -37.5% | -45.2% |
| 1Y | -27.1% | +13.5% | -40.6% | -48.1% |
| All | +41.6% | +29.7% | +11.9% | -24.7% |
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