-80.8%
AVIR vs SPY
+153.7%
-234.5%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | +8.8% | +0.1% | +8.7% | +8.7% |
| 30D | +22.7% | +0.1% | +22.7% | +22.7% |
| 3M | +31.9% | +2.0% | +29.9% | +29.2% |
| 6M | +17.1% | +13.0% | +4.1% | +3.9% |
| YTD | +63.3% | +13.5% | +49.8% | +44.0% |
| 1Y | +75.1% | +20.0% | +55.1% | +46.7% |
| 3Y | +74.0% | +77.2% | -3.2% | -2.2% |
| 5Y | -79.8% | +81.9% | -161.7% | -89.1% |
| All | -80.8% | +153.7% | -234.5% | -91.1% |
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