-27.8%
AVGX vs SPY
+12.1%
-39.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -0.4% | -9.3% | -8.1% |
| 7D | +37.8% | +2.6% | +35.2% | +24.4% |
| 30D | -5.0% | -2.0% | -3.0% | +8.2% |
| 3M | -37.4% | -2.8% | -34.6% | -25.7% |
| 6M | -43.6% | +2.1% | -45.8% | -43.9% |
| YTD | -26.4% | +11.5% | -37.9% | -47.9% |
| 1Y | -27.8% | +13.5% | -41.3% | -53.5% |
| All | -27.8% | +12.1% | -39.9% | -53.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling