+123.6%
AVGX vs SPY
+39.4%
+84.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.5% | +6.5% | +8.1% |
| 7D | -1.0% | +0.5% | -1.6% | -3.6% |
| 30D | -27.4% | -0.9% | -26.5% | -24.9% |
| 3M | -20.3% | +3.9% | -24.2% | -29.7% |
| 6M | +3.6% | +14.5% | -10.9% | -34.5% |
| YTD | -10.5% | +12.9% | -23.4% | -39.6% |
| 1Y | -20.3% | +19.4% | -39.6% | -54.3% |
| All | +123.6% | +39.4% | +84.2% | -17.9% |
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