+401.9%
AVNW vs SPY
+322.5%
+79.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.7% | +3.8% |
| 7D | +4.8% | -0.8% | +5.6% | +5.6% |
| 30D | -5.0% | -1.1% | -4.0% | -4.0% |
| 3M | +8.4% | +3.9% | +4.6% | +4.9% |
| 6M | -20.3% | +13.6% | -33.9% | -29.0% |
| YTD | -3.0% | +12.7% | -15.7% | -12.9% |
| 1Y | -18.9% | +17.5% | -36.4% | -29.8% |
| 3Y | -37.2% | +76.9% | -114.1% | -63.0% |
| 5Y | -41.0% | +83.6% | -124.6% | -66.2% |
| All | +401.9% | +322.5% | +79.5% | +40.0% |
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 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