-37.2%
AVL vs SPY
+14.6%
-51.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.7% | -5.6% | -11.1% |
| 7D | -14.9% | -0.7% | -14.2% | -12.0% |
| 30D | -21.7% | -1.0% | -20.6% | -16.8% |
| 3M | -43.0% | -0.3% | -42.7% | -41.2% |
| 6M | -48.2% | +7.3% | -55.6% | -59.5% |
| YTD | -31.3% | +13.3% | -44.6% | -55.7% |
| 1Y | -37.2% | +14.8% | -52.0% | -60.3% |
| All | -37.2% | +14.6% | -51.9% | -60.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling