+23.2%
AVGW vs SPY
+21.5%
+1.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -0.7% |
| 7D | -1.4% | -0.4% | -1.0% | -0.7% |
| 30D | -16.9% | -1.4% | -15.6% | -14.1% |
| 3M | -10.4% | +3.7% | -14.1% | -17.9% |
| 6M | +3.1% | +13.0% | -9.9% | -22.6% |
| YTD | +1.9% | +12.4% | -10.5% | -22.2% |
| 1Y | +3.1% | +18.5% | -15.4% | -28.9% |
| All | +23.2% | +21.5% | +1.7% | -19.3% |
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