+17.1%
AVGU vs SPY
+22.8%
-5.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -0.3% |
| 7D | -2.3% | -0.4% | -1.9% | -1.4% |
| 30D | -27.6% | -1.4% | -26.2% | -23.5% |
| 3M | -21.1% | +3.7% | -24.8% | -31.0% |
| 6M | -7.3% | +13.0% | -20.3% | -41.0% |
| YTD | -11.5% | +12.4% | -23.9% | -41.6% |
| 1Y | -15.4% | +18.5% | -34.0% | -52.1% |
| All | +17.1% | +22.8% | -5.7% | -43.1% |
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