+126.6%
AVR vs SPY
+20.8%
+105.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +4.2% |
| 7D | +3.4% | +0.1% | +3.3% | +3.3% |
| 30D | +12.3% | +0.1% | +12.2% | +12.2% |
| 3M | -6.3% | +2.0% | -8.3% | -8.8% |
| 6M | +42.4% | +13.0% | +29.3% | +17.0% |
| YTD | +81.2% | +13.5% | +67.6% | +45.2% |
| 1Y | +126.6% | +20.0% | +106.6% | +63.7% |
| All | +126.6% | +20.8% | +105.7% | +63.7% |
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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling