-6.8%
AVLN vs SPY
+7.8%
-14.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +2.4% |
| 7D | +6.7% | -0.7% | +7.4% | +6.6% |
| 30D | +1.6% | -1.0% | +2.7% | +1.4% |
| 3M | -10.6% | -0.3% | -10.3% | -10.7% |
| 6M | -5.5% | +7.3% | -12.8% | -7.3% |
| All | -6.8% | +7.8% | -14.7% | -8.6% |
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