+67.8%
AVMC vs SPY
+78.0%
-10.2%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.4% | +0.6% |
| 7D | +0.3% | +0.1% | +0.3% | +0.2% |
| 30D | +1.6% | -3.3% | +4.9% | +4.8% |
| 3M | -2.0% | -2.4% | +0.4% | +0.1% |
| 6M | +3.0% | +2.6% | +0.4% | +0.3% |
| YTD | +13.2% | +11.2% | +1.9% | +2.1% |
| 1Y | +16.0% | +13.4% | +2.7% | +2.8% |
| 3Y | +67.8% | +79.9% | -12.1% | -7.9% |
| All | +67.8% | +78.0% | -10.2% | -7.9% |
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