+2.2%
AVNT vs SPY
+81.8%
-79.5%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.1% |
| 7D | 0.0% | +0.5% | -0.6% | -0.8% |
| 30D | -6.7% | -0.9% | -5.8% | -5.5% |
| 3M | +24.5% | +3.9% | +20.6% | +18.1% |
| 6M | +18.3% | +14.5% | +3.8% | -2.0% |
| YTD | +38.5% | +12.9% | +25.6% | +16.9% |
| 1Y | +16.1% | +19.4% | -3.2% | -9.5% |
| 3Y | +23.0% | +78.5% | -55.4% | -45.2% |
| 5Y | +2.2% | +81.8% | -79.5% | -55.6% |
| All | +2.2% | +81.8% | -79.5% | -55.6% |
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