+318.2%
AVK vs SPY
+1,150.5%
-832.3%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.2% |
| 7D | 0.0% | -0.6% | +0.6% | +0.4% |
| 30D | -6.8% | -3.7% | -3.1% | -4.1% |
| 3M | -13.3% | -2.7% | -10.5% | -11.4% |
| 6M | -12.0% | +2.2% | -14.2% | -13.5% |
| YTD | -5.8% | +10.8% | -16.6% | -12.9% |
| 1Y | -6.6% | +11.2% | -17.8% | -13.9% |
| 3Y | +55.5% | +76.5% | -21.0% | -0.5% |
| 5Y | +9.1% | +72.9% | -63.8% | -29.3% |
| 10Y | +143.1% | +304.8% | -161.7% | -16.1% |
| All | +318.2% | +1,150.5% | -832.3% | -28.0% |
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