+19.8%
AVGU vs SPY
+23.4%
-3.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.3% | +8.0% |
| 7D | -1.1% | +0.5% | -1.7% | -4.0% |
| 30D | -27.8% | -0.9% | -26.9% | -25.1% |
| 3M | -20.9% | +3.9% | -24.8% | -31.3% |
| 6M | +3.3% | +14.5% | -11.2% | -37.8% |
| YTD | -9.5% | +12.9% | -22.4% | -41.5% |
| 1Y | -17.8% | +19.4% | -37.1% | -54.7% |
| All | +19.8% | +23.4% | -3.7% | -43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling