-43.7%
AVNW vs SPY
+81.8%
-125.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.2% |
| 7D | +5.6% | +0.5% | +5.0% | +4.9% |
| 30D | -6.7% | -0.9% | -5.8% | -5.7% |
| 3M | +4.3% | +3.9% | +0.4% | +0.6% |
| 6M | -21.0% | +14.5% | -35.6% | -31.1% |
| YTD | -7.9% | +12.9% | -20.8% | -18.3% |
| 1Y | -11.9% | +19.4% | -31.3% | -25.9% |
| 3Y | -40.4% | +78.5% | -118.9% | -67.2% |
| 5Y | -43.7% | +81.8% | -125.4% | -69.1% |
| All | -43.7% | +81.8% | -125.4% | -69.1% |
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 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