+103.6%
AVGX vs SPY
+38.1%
+65.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.4% | +11.1% | +12.1% |
| 7D | +54.3% | +3.3% | +51.0% | +37.2% |
| 30D | -1.1% | -2.7% | +1.6% | +14.6% |
| 3M | -30.0% | -1.7% | -28.3% | -21.5% |
| 6M | -38.6% | +3.1% | -41.6% | -40.5% |
| YTD | -18.5% | +11.9% | -30.4% | -40.1% |
| 1Y | -27.1% | +12.0% | -39.1% | -45.1% |
| All | +103.6% | +38.1% | +65.5% | -18.6% |
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