-32.0%
AVNW vs SPY
+3,034.0%
-3,065.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.0% | +3.1% |
| 7D | -1.8% | +2.6% | -4.4% | -4.8% |
| 30D | -10.8% | -2.0% | -8.8% | -7.4% |
| 3M | -20.5% | -2.8% | -17.7% | -16.5% |
| 6M | +13.0% | +2.1% | +10.9% | +12.0% |
| YTD | -18.8% | +11.5% | -30.3% | -28.6% |
| 1Y | -21.2% | +13.5% | -34.7% | -32.1% |
| 3Y | -40.6% | +77.7% | -118.3% | -72.5% |
| 5Y | -46.2% | +72.6% | -118.8% | -74.4% |
| 10Y | +300.7% | +308.2% | -7.5% | -46.4% |
| All | -32.0% | +3,034.0% | -3,065.9% | -99.0% |
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 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