+279.7%
AVNW vs SPY
+311.8%
-32.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.3% | +2.3% |
| 7D | -17.4% | -0.9% | -16.5% | -16.0% |
| 30D | -18.9% | -2.4% | -16.6% | -16.3% |
| 3M | -21.7% | -1.2% | -20.6% | -20.1% |
| 6M | +3.7% | +3.3% | +0.4% | +2.1% |
| YTD | -23.1% | +12.3% | -35.4% | -30.1% |
| 1Y | -27.7% | +12.4% | -40.1% | -34.2% |
| 3Y | -44.1% | +78.8% | -122.9% | -67.2% |
| 5Y | -48.5% | +75.2% | -123.6% | -69.1% |
| 10Y | +279.7% | +311.1% | -31.4% | -13.1% |
| All | +279.7% | +311.8% | -32.1% | -13.1% |
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