-46.1%
AVNW vs SPY
+78.4%
-124.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.1% | -0.4% | -16.7% | -16.7% |
| 7D | -21.2% | -0.6% | -20.6% | -19.9% |
| 30D | -23.6% | -3.7% | -20.0% | -19.5% |
| 3M | -24.1% | -2.7% | -21.4% | -20.8% |
| 6M | +0.3% | +2.2% | -1.9% | 0.0% |
| YTD | -25.8% | +10.8% | -36.6% | -31.9% |
| 1Y | -32.3% | +11.2% | -43.6% | -38.0% |
| 3Y | -46.1% | +76.5% | -122.5% | -72.5% |
| All | -46.1% | +78.4% | -124.4% | -72.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling