+1.8%
AVO vs SPY
+151.1%
-149.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | +4.4% | +0.1% | +4.3% | +4.3% |
| 3M | +19.4% | +2.0% | +17.4% | +17.9% |
| 6M | -11.3% | +13.0% | -24.3% | -17.6% |
| YTD | +9.3% | +13.5% | -4.2% | +1.2% |
| 1Y | +1.8% | +20.0% | -18.1% | -9.0% |
| 3Y | +36.9% | +77.2% | -40.3% | -4.0% |
| 5Y | -37.2% | +81.9% | -119.0% | -56.7% |
| All | +1.8% | +151.1% | -149.3% | -39.1% |
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 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