+93.2%
AVNV vs SPY
+83.4%
+9.8%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | +3.6% | +0.1% | +3.6% | +3.6% |
| 3M | +4.3% | +2.0% | +2.3% | +2.8% |
| 6M | +9.4% | +13.0% | -3.7% | +0.4% |
| YTD | +19.5% | +13.5% | +5.9% | +9.4% |
| 1Y | +30.9% | +20.0% | +10.9% | +15.6% |
| 3Y | +87.8% | +77.2% | +10.6% | +21.9% |
| All | +93.2% | +83.4% | +9.8% | +21.4% |
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