+70.2%
AVMV vs SPY
+78.8%
-8.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | 0.0% |
| 7D | -2.7% | -2.0% | -0.8% | -0.9% |
| 30D | -4.3% | -1.7% | -2.6% | -2.8% |
| 3M | +1.2% | +4.7% | -3.5% | -3.2% |
| 6M | +8.3% | +12.5% | -4.2% | -3.5% |
| YTD | +12.6% | +11.7% | +0.9% | +1.0% |
| 1Y | +16.6% | +17.5% | -0.9% | -0.5% |
| All | +70.2% | +78.8% | -8.6% | -8.0% |
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