-41.3%
AVO vs SPY
+72.1%
-113.4%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.7% |
| 7D | +1.5% | +2.6% | -1.1% | +0.1% |
| 30D | -1.8% | -2.0% | +0.2% | -0.9% |
| 3M | -9.2% | -2.8% | -6.4% | -8.0% |
| 6M | -5.1% | +2.1% | -7.2% | -6.5% |
| YTD | +2.0% | +11.5% | -9.5% | -4.5% |
| 1Y | -7.5% | +13.5% | -21.0% | -14.4% |
| 3Y | +33.7% | +77.7% | -44.0% | -5.7% |
| All | -41.3% | +72.1% | -113.4% | -57.8% |
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