+21.7%
AVGG vs SPY
+29.4%
-7.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | +2.4% | +15.5% | +7.9% |
| 7D | -3.9% | +0.1% | -4.0% | -1.8% |
| 30D | -25.4% | -3.3% | -22.0% | -10.6% |
| 3M | -48.9% | -2.4% | -46.5% | -40.7% |
| 6M | -54.6% | +2.6% | -57.2% | -55.2% |
| YTD | -36.4% | +11.2% | -47.6% | -52.5% |
| 1Y | -41.1% | +13.4% | -54.5% | -57.8% |
| All | +21.7% | +29.4% | -7.7% | -34.7% |
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