+6.1%
AVR vs SPY
+27.0%
-20.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.4% | +2.0% | +0.5% |
| 7D | +2.8% | +0.1% | +2.7% | +3.1% |
| 30D | -12.3% | -3.3% | -8.9% | -6.9% |
| 3M | -33.3% | -2.4% | -30.9% | -30.3% |
| 6M | -9.7% | +2.6% | -12.3% | -13.2% |
| YTD | +19.0% | +11.2% | +7.8% | -0.4% |
| 1Y | +49.2% | +13.4% | +35.9% | +21.4% |
| All | +6.1% | +27.0% | -20.9% | -37.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling