+372.8%
AVK vs SPY
+1,181.1%
-808.4%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | -1.6% | +0.1% | -1.6% | -1.6% |
| 3M | -2.1% | +2.0% | -4.1% | -3.5% |
| 6M | +4.9% | +13.0% | -8.1% | -4.3% |
| YTD | +6.5% | +13.5% | -7.1% | -3.3% |
| 1Y | +11.1% | +20.0% | -8.9% | -3.4% |
| 3Y | +58.6% | +77.2% | -18.6% | +1.3% |
| 5Y | +25.2% | +81.9% | -56.6% | -21.9% |
| 10Y | +146.5% | +314.1% | -167.6% | -16.3% |
| All | +372.8% | +1,181.1% | -808.4% | -20.0% |
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