-22.4%
AVNW vs SPY
+3,091.8%
-3,114.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.9% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | -6.9% | +0.1% | -7.0% | -6.9% |
| 3M | +2.2% | +2.0% | +0.2% | +0.2% |
| 6M | -26.0% | +13.0% | -39.0% | -36.8% |
| YTD | -7.5% | +13.5% | -21.0% | -21.4% |
| 1Y | -11.8% | +20.0% | -31.8% | -30.1% |
| 3Y | -45.3% | +77.2% | -122.5% | -74.8% |
| 5Y | -45.3% | +81.9% | -127.2% | -76.0% |
| 10Y | +320.9% | +314.1% | +6.8% | -45.4% |
| All | -22.4% | +3,091.8% | -3,114.2% | -98.9% |
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