+51.1%
AVMA vs SPY
+75.5%
-24.4%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.4% |
| 7D | -1.4% | -2.7% | +1.3% | +0.2% |
| 30D | -1.6% | -5.4% | +3.8% | +1.8% |
| 3M | -3.0% | -4.1% | +1.0% | -0.6% |
| 6M | -0.7% | +0.7% | -1.4% | -1.3% |
| YTD | +8.8% | +8.7% | +0.1% | +3.2% |
| 1Y | +12.0% | +10.9% | +1.2% | +4.9% |
| 3Y | +52.7% | +75.0% | -22.3% | +5.4% |
| All | +51.1% | +75.5% | -24.4% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling