+1.3%
AVMU vs SPY
+126.7%
-125.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | -0.3% | +0.5% | -0.9% | -0.3% |
| 30D | -2.6% | -0.9% | -1.6% | -2.5% |
| 3M | -3.8% | +3.9% | -7.7% | -3.9% |
| 6M | -3.4% | +14.5% | -18.0% | -3.9% |
| YTD | -2.1% | +12.9% | -15.0% | -2.6% |
| 1Y | +1.4% | +19.4% | -17.9% | +0.8% |
| 3Y | +7.5% | +78.5% | -71.0% | +5.0% |
| 5Y | +0.7% | +81.8% | -81.0% | -2.1% |
| All | +1.3% | +126.7% | -125.5% | -1.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling