+86.4%
AVL vs SPY
+36.5%
+49.9%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +1.5% |
| 7D | -6.2% | +0.1% | -6.3% | -7.0% |
| 30D | -28.3% | +0.1% | -28.4% | -28.5% |
| 3M | -32.8% | +2.0% | -34.8% | -35.4% |
| 6M | +7.0% | +13.0% | -6.1% | -27.9% |
| YTD | -13.7% | +13.5% | -27.2% | -42.0% |
| 1Y | -1.2% | +20.0% | -21.1% | -43.2% |
| All | +86.4% | +36.5% | +49.9% | -4.1% |
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