-1.7%
AVGU vs SPY
+22.7%
-24.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.3% | +7.0% | +2.5% |
| 7D | +10.0% | -0.9% | +10.9% | +18.0% |
| 30D | -9.7% | -2.4% | -7.4% | +4.4% |
| 3M | -37.2% | -1.2% | -36.1% | -30.8% |
| 6M | -47.0% | +3.3% | -50.3% | -49.6% |
| YTD | -25.7% | +12.3% | -38.0% | -48.1% |
| 1Y | -32.0% | +12.4% | -44.5% | -51.6% |
| All | -1.7% | +22.7% | -24.4% | -49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling