-85.8%
AVIR vs SPY
+142.8%
-228.6%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +1.8% |
| 7D | +4.9% | -2.7% | +7.6% | +7.8% |
| 30D | -14.0% | -5.4% | -8.6% | -9.2% |
| 3M | -13.6% | -4.1% | -9.5% | -9.9% |
| 6M | -23.7% | +0.7% | -24.4% | -24.2% |
| YTD | +20.7% | +8.7% | +12.1% | +11.3% |
| 1Y | +32.6% | +10.9% | +21.7% | +20.3% |
| 3Y | +33.0% | +75.0% | -42.0% | -24.4% |
| 5Y | -60.1% | +67.8% | -127.9% | -77.5% |
| All | -85.8% | +142.8% | -228.6% | -93.1% |
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