+1.4%
AVMU vs SPY
+128.0%
-126.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.1% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | -2.3% | +0.1% | -2.3% | -2.3% |
| 3M | -3.7% | +2.0% | -5.7% | -3.8% |
| 6M | -3.5% | +13.0% | -16.5% | -3.9% |
| YTD | -2.0% | +13.5% | -15.5% | -2.5% |
| 1Y | +3.1% | +20.0% | -16.8% | +2.5% |
| 3Y | +7.6% | +77.2% | -69.6% | +5.1% |
| 5Y | +0.8% | +81.9% | -81.1% | -2.0% |
| All | +1.4% | +128.0% | -126.6% | -1.7% |
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